Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91860.823 | 15975.9943 | 75884.8287 | 101142.7714 | 22907.6213 | 78235.1501 |
Total P&L (%) | 91.8608 | 15.976 | 75.8848 | 101.1428 | 22.9076 | 78.2352 |
Avg Daily Profit (%) | 0.3527 | 0.0613 | 0.2914 | 0.2687 | 0.0792 | 0.2222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31794 | -33143 | -21808 | -50980 | -33144 | -40312 |
Profit Factor | 1.2907 | 1.0952 | 1.5122 | 1.2339 | 1.1006 | 1.3821 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Profitability (%) | 49.7653 | 52.8302 | 46.729 | 49.7653 | 52.8302 | 46.729 |
Ratio Avg Win / Avg Loss | 1.3028 | 0.9778 | 1.7239 | 1.2455 | 0.9827 | 1.5756 |
Largest Winning Trade | 17655 | 12543 | 17655 | 16801 | 16801 | 16222 |
Largest Losing Trade | -13000 | -13000 | -9694 | -18207 | -14222 | -18207 |
Avg Bars in Trades | 114 | 120 | 108 | 114 | 120 | 108 |
Avg Bars in Winners | 154 | 165 | 141 | 154 | 165 | 141 |
Avg Bars in Losers | 74 | 69 | 79 | 74 | 69 | 79 |
Bars Traded | 24317 | 12729 | 11588 | 24317 | 12729 | 11588 |
Profit Streak | 5.6586 | 0 | 9.6169 | 5.6586 | 0 | 9.6169 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334259 | -239388 | 326329 | 295916 | -204926 | 276420 |
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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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