Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144463.8273 | 202090.2725 | -57626.4451 | 335843.5359 | 212468.939 | 123374.5969 |
Total P&L (%) | 144.4638 | 202.0903 | -57.6264 | 335.8435 | 212.4689 | 123.3746 |
Avg Daily Profit (%) | 0.117 | 0.1637 | -0.0467 | 0.1193 | 0.0924 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208481 | -50649 | -230996 | -389695 | -175504 | -328483 |
Profit Factor | 1.2163 | 1.9857 | 0.8755 | 1.3127 | 1.4887 | 1.193 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 187 | 92 | 95 | 165 | 82 | 83 |
Losing Trades | 22 | 12 | 10 | 44 | 22 | 22 |
Profitability (%) | 89.4737 | 88.4615 | 90.4762 | 78.9474 | 78.8462 | 79.0476 |
Ratio Avg Win / Avg Loss | 0.1431 | 0.259 | 0.0922 | 0.3501 | 0.3994 | 0.3162 |
Largest Winning Trade | 15892 | 15892 | 14634 | 238910 | 66173 | 238910 |
Largest Losing Trade | -181220 | -50649 | -181220 | -206543 | -175504 | -206543 |
Avg Bars in Trades | 67 | 77 | 57 | 67 | 77 | 57 |
Avg Bars in Winners | 30 | 33 | 26 | 42 | 48 | 37 |
Avg Bars in Losers | 382 | 411 | 348 | 158 | 183 | 134 |
Bars Traded | 14064 | 8024 | 6041 | 14064 | 8024 | 6041 |
Profit Streak | 28.9829 | 79.4829 | 28.9829 | 28.9829 | 79.4829 | 28.9829 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31012 | 521290 | -574366 | -28696 | -64896 | -110602 |
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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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