Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205406.604 | 128294.6445 | 77111.9596 | 275179.7685 | 129163.6051 | 146016.1634 |
Total P&L (%) | 205.4066 | 128.2946 | 77.112 | 275.1798 | 129.1636 | 146.0162 |
Avg Daily Profit (%) | 0.1972 | 0.1232 | 0.074 | 0.127 | 0.0796 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59213 | -54540 | -32169 | -298829 | -212754 | -189584 |
Profit Factor | 1.4162 | 1.524 | 1.3101 | 1.1876 | 1.1799 | 1.1951 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 42.6295 | 41.6 | 43.6508 | 42.6295 | 41.6 | 43.6508 |
Ratio Avg Win / Avg Loss | 1.9059 | 2.1395 | 1.6912 | 1.5983 | 1.6564 | 1.5428 |
Largest Winning Trade | 63153 | 63153 | 26925 | 153836 | 153836 | 134009 |
Largest Losing Trade | -18544 | -16991 | -18544 | -114138 | -68481 | -114138 |
Avg Bars in Trades | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Winners | 142 | 123 | 160 | 142 | 123 | 160 |
Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
Bars Traded | 24704 | 11095 | 13609 | 24704 | 11095 | 13609 |
Profit Streak | 13.2593 | 0 | 14.8427 | 13.2593 | 0 | 14.8427 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307963 | -29515 | -94948 | -37410 | -111667 | -84434 |
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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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