Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208134.0992 | 152230.1208 | 55903.9784 | -12926.1415 | 49973.0421 | -62899.1836 |
Total P&L (%) | 208.1341 | 152.2301 | 55.904 | -12.9261 | 49.973 | -62.8992 |
Avg Daily Profit (%) | 0.1525 | 0.1115 | 0.041 | -0.0101 | 0.0297 | -0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107489 | -98717 | -74150 | -136957 | -151295 | -189908 |
Profit Factor | 1.2643 | 1.3601 | 1.1533 | 0.9863 | 1.1063 | 0.8672 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 57.3171 | 52.439 | 62.1951 | 57.3171 | 52.439 | 62.1951 |
Ratio Avg Win / Avg Loss | 0.9415 | 1.2335 | 0.701 | 0.7345 | 1.0034 | 0.5271 |
Largest Winning Trade | 107790 | 107790 | 36692 | 84923 | 84923 | 29560 |
Largest Losing Trade | -62156 | -28600 | -62156 | -106259 | -37083 | -106259 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 3860 | 2145 | 1715 | 3860 | 2145 | 1715 |
Profit Streak | 23.3971 | 47.3971 | 23.3971 | 23.3971 | 47.3971 | 23.3971 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322737 | -46103 | -194436 | -577227 | -260582 | -582553 |
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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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