Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213231.1946 | 165914.9163 | 47316.2783 | -64410.0261 | 5447.0723 | -69857.0984 |
Total P&L (%) | 213.2312 | 165.9149 | 47.3163 | -64.41 | 5.4471 | -69.8571 |
Avg Daily Profit (%) | 0.2064 | 0.1606 | 0.0458 | -0.1 | 0.0051 | -0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173034 | -128651 | -88377 | -204394 | -157362 | -95127 |
Profit Factor | 1.1544 | 1.2354 | 1.07 | 0.9355 | 1.011 | 0.8612 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 231 | 103 | 128 | 231 | 103 | 128 |
Losing Trades | 195 | 110 | 85 | 195 | 110 | 85 |
Profitability (%) | 54.2254 | 48.3568 | 60.0939 | 54.2254 | 48.3568 | 60.0939 |
Ratio Avg Win / Avg Loss | 0.9745 | 1.3193 | 0.7105 | 0.7897 | 1.0797 | 0.5719 |
Largest Winning Trade | 82379 | 82379 | 40649 | 47895 | 47895 | 28060 |
Largest Losing Trade | -78047 | -34013 | -78047 | -54941 | -36288 | -54941 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 6152 | 3282 | 2870 | 6152 | 3282 | 2870 |
Profit Streak | 8.3705 | 11.7038 | 8.3705 | 8.3705 | 11.7038 | 8.3705 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39919 | 314760 | -274797 | -576036 | -558400 | -577078 |
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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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