Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298210.0818 | 60991.7238 | 237218.358 | 127555.2248 | 113527.2893 | 14027.9355 |
Total P&L (%) | 298.2101 | 60.9917 | 237.2184 | 127.5552 | 113.5273 | 14.0279 |
Avg Daily Profit (%) | 0.2019 | 0.0413 | 0.1606 | 0.0557 | 0.0514 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88824 | -36764 | -99908 | -375623 | -97164 | -390051 |
Profit Factor | 1.4729 | 1.2926 | 1.562 | 1.0796 | 1.2709 | 1.0119 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 54.8223 | 51.5152 | 58.1633 | 54.8223 | 51.5152 | 58.1633 |
Ratio Avg Win / Avg Loss | 1.2138 | 1.2166 | 1.1235 | 0.8897 | 1.1962 | 0.7278 |
Largest Winning Trade | 53615 | 25896 | 53615 | 102314 | 64629 | 102314 |
Largest Losing Trade | -69285 | -16818 | -69285 | -298356 | -31569 | -298356 |
Avg Bars in Trades | 41 | 9 | 74 | 41 | 9 | 74 |
Avg Bars in Winners | 34 | 10 | 56 | 34 | 10 | 56 |
Avg Bars in Losers | 50 | 9 | 99 | 50 | 9 | 99 |
Bars Traded | 8233 | 961 | 7272 | 8233 | 961 | 7272 |
Profit Streak | 54.1348 | 102.4681 | 0 | 54.1348 | 102.4681 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395905 | -137154 | 350458 | -250910 | -123244 | -429796 |
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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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