Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73507.321 | 185986.9465 | -112479.6255 | 113121.913 | 68758.1151 | 44363.7979 |
Total P&L (%) | 73.5073 | 185.9869 | -112.4796 | 113.1219 | 68.7581 | 44.3638 |
Avg Daily Profit (%) | 0.0592 | 0.1498 | -0.0906 | 0.061 | 0.0422 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282432 | -83548 | -288979 | -238183 | -110408 | -196275 |
Profit Factor | 1.0632 | 1.4284 | 0.8458 | 1.0989 | 1.141 | 1.0676 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 116 | 59 | 57 | 114 | 56 | 58 |
Losing Trades | 95 | 47 | 48 | 97 | 50 | 47 |
Profitability (%) | 54.9763 | 55.6604 | 54.2857 | 54.0284 | 52.8302 | 55.2381 |
Ratio Avg Win / Avg Loss | 0.8707 | 1.1379 | 0.7122 | 0.935 | 1.0188 | 0.8651 |
Largest Winning Trade | 41472 | 41472 | 37084 | 150654 | 49298 | 150654 |
Largest Losing Trade | -183396 | -48099 | -183396 | -160251 | -61413 | -160251 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 18 |
Avg Bars in Losers | 17 | 17 | 18 | 16 | 17 | 16 |
Bars Traded | 3685 | 1858 | 1826 | 3685 | 1858 | 1826 |
Profit Streak | 10.3548 | 10.3548 | 14.0215 | 10.3548 | 10.3548 | 14.0215 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -263415 | 332238 | -579622 | -221889 | -201045 | -301731 |
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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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