Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423381.3775 | 312069.0785 | 111312.299 | 221403.1858 | 120926.4402 | 100476.7456 |
Total P&L (%) | 423.3814 | 312.0691 | 111.3123 | 221.4032 | 120.9264 | 100.4767 |
Avg Daily Profit (%) | 0.343 | 0.2528 | 0.0902 | 0.0946 | 0.0642 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104452 | -70676 | -116787 | -184424 | -194528 | -157262 |
Profit Factor | 1.5351 | 1.8437 | 1.2642 | 1.2092 | 1.2327 | 1.1865 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 61.9289 | 63.2653 | 60.6061 | 61.9289 | 63.2653 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.9437 | 1.0706 | 0.8217 | 0.7434 | 0.7158 | 0.7712 |
Largest Winning Trade | 54889 | 54889 | 38593 | 75993 | 46790 | 75993 |
Largest Losing Trade | -86295 | -38982 | -86295 | -137892 | -137892 | -79458 |
Avg Bars in Trades | 73 | 81 | 65 | 73 | 81 | 65 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 97 | 120 | 75 | 97 | 120 | 75 |
Bars Traded | 14525 | 8023 | 6502 | 14525 | 8023 | 6502 |
Profit Streak | 11.951 | 18.451 | 11.951 | 11.951 | 18.451 | 11.951 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445034 | 448181 | -72651 | -65094 | -107153 | -132965 |
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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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