Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202161.0869 | 133905.3785 | 68255.7084 | -18711.3361 | 23015.2009 | -41726.537 |
Total P&L (%) | 202.1611 | 133.9054 | 68.2557 | -18.7113 | 23.0152 | -41.7265 |
Avg Daily Profit (%) | 0.1941 | 0.1285 | 0.0655 | -0.0199 | 0.0199 | -0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191756 | -79110 | -132733 | -153234 | -39632 | -122793 |
Profit Factor | 1.2288 | 1.3193 | 1.147 | 0.9509 | 1.1462 | 0.8137 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 63.3441 | 63.871 | 62.8205 | 63.3441 | 63.871 | 62.8205 |
Ratio Avg Win / Avg Loss | 0.7111 | 0.7463 | 0.6788 | 0.5503 | 0.6483 | 0.4816 |
Largest Winning Trade | 43700 | 30828 | 43700 | 21386 | 17199 | 21386 |
Largest Losing Trade | -80160 | -43853 | -80160 | -77023 | -19223 | -77023 |
Avg Bars in Trades | 79 | 74 | 83 | 79 | 74 | 83 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 121 | 111 | 130 | 121 | 111 | 130 |
Bars Traded | 24703 | 11621 | 13082 | 24703 | 11621 | 13082 |
Profit Streak | 3.2074 | 12.7074 | 3.2074 | 3.2074 | 12.7074 | 3.2074 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302864 | -19735 | -165073 | -577917 | -229429 | -579806 |
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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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