Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153138.7015 | 10987.1723 | 142151.5292 | -4598.9745 | -38031.1344 | 33432.1599 |
Total P&L (%) | 153.1387 | 10.9872 | 142.1515 | -4.599 | -38.0311 | 33.4322 |
Avg Daily Profit (%) | 0.1489 | 0.0107 | 0.1383 | -0.0046 | -0.0465 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114210 | -110508 | -58542 | -115606 | -108891 | -77644 |
Profit Factor | 1.3297 | 1.0348 | 1.9569 | 0.9892 | 0.8576 | 1.2083 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 83.0986 | 84.9057 | 81.3084 | 83.0986 | 84.9057 | 81.3084 |
Ratio Avg Win / Avg Loss | 0.2704 | 0.184 | 0.4499 | 0.2012 | 0.1525 | 0.2778 |
Largest Winning Trade | 20707 | 20707 | 11930 | 11705 | 11705 | 9863 |
Largest Losing Trade | -76208 | -76208 | -58542 | -83584 | -83584 | -77644 |
Avg Bars in Trades | 27 | 41 | 13 | 27 | 41 | 13 |
Avg Bars in Winners | 8 | 10 | 6 | 8 | 10 | 6 |
Avg Bars in Losers | 122 | 216 | 47 | 122 | 216 | 47 |
Bars Traded | 5893 | 4428 | 1465 | 5893 | 4428 | 1465 |
Profit Streak | 27.552 | 47.7187 | 27.552 | 27.552 | 47.7187 | 27.552 |
Trades During Streak | 14 | 14 | 7 | 14 | 14 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422291 | -491427 | -1608 | -573430 | -574642 | -154431 |
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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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