Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208465.1127 | 50539.7747 | 157925.338 | 8793.4658 | -72845.8378 | 81639.3036 |
Total P&L (%) | 208.4651 | 50.5398 | 157.9253 | 8.7935 | -72.8458 | 81.6393 |
Avg Daily Profit (%) | 0.1608 | 0.039 | 0.1218 | 0.0065 | -0.1005 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177027 | -143514 | -107398 | -210670 | -123111 | -115202 |
Profit Factor | 1.2208 | 1.1038 | 1.3454 | 1.0119 | 0.8125 | 1.2317 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 50.6667 | 47.7876 | 53.5714 | 50.6667 | 47.7876 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.1887 | 1.206 | 1.166 | 0.9852 | 0.8878 | 1.0675 |
Largest Winning Trade | 101601 | 101601 | 48178 | 55088 | 55088 | 46403 |
Largest Losing Trade | -37780 | -37780 | -26458 | -38667 | -38667 | -37968 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 3776 | 1923 | 1853 | 3776 | 1923 | 1853 |
Profit Streak | 0 | 0 | 20.9903 | 0 | 0 | 20.9903 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303381 | -249324 | -29018 | -557515 | -581614 | -130716 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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