Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163299.4618 | 38993.2556 | 124306.2061 | 57062.2029 | -20840.4361 | 77902.639 |
Total P&L (%) | 163.2995 | 38.9933 | 124.3062 | 57.0622 | -20.8404 | 77.9026 |
Avg Daily Profit (%) | 0.1568 | 0.0374 | 0.1193 | 0.0434 | -0.0224 | 0.0553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107882 | -135850 | -44383 | -70617 | -90331 | -37839 |
Profit Factor | 1.254 | 1.1073 | 1.4446 | 1.1304 | 0.9167 | 1.4155 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 53.9604 | 48.5149 | 59.4059 | 53.9604 | 48.5149 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.0699 | 1.1751 | 0.9871 | 0.9644 | 0.9728 | 0.9673 |
Largest Winning Trade | 110412 | 110412 | 30331 | 26961 | 26961 | 17612 |
Largest Losing Trade | -35739 | -25805 | -35739 | -25273 | -16775 | -25273 |
Avg Bars in Trades | 121 | 132 | 111 | 121 | 132 | 111 |
Avg Bars in Winners | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Losers | 149 | 165 | 128 | 149 | 165 | 128 |
Bars Traded | 24597 | 13377 | 11220 | 24597 | 13377 | 11220 |
Profit Streak | 14.0156 | 14.0156 | 20.5573 | 14.0156 | 14.0156 | 20.5573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349237 | -247965 | -32905 | -212014 | -581044 | -118439 |
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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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