Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156368.0144 | 144792.785 | 11575.2294 | -12696.1972 | 12539.2756 | -25235.4728 |
Total P&L (%) | 156.368 | 144.7928 | 11.5752 | -12.6962 | 12.5393 | -25.2355 |
Avg Daily Profit (%) | 0.1501 | 0.139 | 0.0111 | -0.013 | 0.0113 | -0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118041 | -102962 | -125917 | -199489 | -169609 | -158156 |
Profit Factor | 1.2023 | 1.3782 | 1.0297 | 0.9874 | 1.0245 | 0.9489 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 51.2195 | 46.6019 | 55.8824 | 51.2195 | 46.6019 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.145 | 1.5792 | 0.8129 | 0.9403 | 1.1739 | 0.7491 |
Largest Winning Trade | 70127 | 70127 | 29702 | 86820 | 86820 | 50974 |
Largest Losing Trade | -43777 | -20191 | -43777 | -53924 | -53924 | -52762 |
Avg Bars in Trades | 119 | 108 | 131 | 119 | 108 | 131 |
Avg Bars in Winners | 134 | 113 | 151 | 134 | 113 | 151 |
Avg Bars in Losers | 104 | 103 | 105 | 104 | 103 | 105 |
Bars Traded | 24522 | 11137 | 13385 | 24522 | 11137 | 13385 |
Profit Streak | 41.9563 | 41.9563 | 49.3729 | 41.9563 | 41.9563 | 49.3729 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320395 | -6841 | -483275 | -578559 | -459062 | -579734 |
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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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