Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441462.8455 | 369477.365 | 71985.4805 | 313552.4292 | 184202.0886 | 129350.3407 |
Total P&L (%) | 441.4628 | 369.4774 | 71.9855 | 313.5524 | 184.2021 | 129.3503 |
Avg Daily Profit (%) | 0.2119 | 0.1773 | 0.0346 | 0.0682 | 0.0501 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107291 | -69132 | -207194 | -211620 | -163273 | -212650 |
Profit Factor | 1.5151 | 2.0566 | 1.1419 | 1.2493 | 1.3505 | 1.1766 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 47.5248 | 44.5545 | 50.4951 | 47.5248 | 44.5545 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.6729 | 2.5594 | 1.1195 | 1.3794 | 1.6806 | 1.1536 |
Largest Winning Trade | 160961 | 160961 | 59163 | 90636 | 90636 | 88245 |
Largest Losing Trade | -61437 | -41789 | -61437 | -72681 | -44827 | -72681 |
Avg Bars in Trades | 122 | 115 | 129 | 122 | 115 | 129 |
Avg Bars in Winners | 142 | 144 | 141 | 142 | 144 | 141 |
Avg Bars in Losers | 103 | 91 | 117 | 103 | 91 | 117 |
Bars Traded | 24717 | 11644 | 13073 | 24717 | 11644 | 13073 |
Profit Streak | 5.8519 | 5.8519 | 13.6019 | 5.8519 | 5.8519 | 13.6019 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413954 | 346834 | -210826 | -100879 | -126140 | -165505 |
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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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