Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165038.732 | 78056.5545 | 86982.1776 | 93154.8136 | 47731.8457 | 45422.9679 |
Total P&L (%) | 165.0387 | 78.0566 | 86.9822 | 93.1548 | 47.7318 | 45.423 |
Avg Daily Profit (%) | 0.1584 | 0.0749 | 0.0835 | 0.0632 | 0.0375 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63145 | -71172 | -91949 | -147906 | -155843 | -197161 |
Profit Factor | 1.2712 | 1.2631 | 1.279 | 1.0762 | 1.0841 | 1.0693 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 50.4717 | 46.2264 | 54.717 | 50.4717 | 46.2264 | 54.717 |
Ratio Avg Win / Avg Loss | 1.2475 | 1.4693 | 1.0585 | 1.0561 | 1.2612 | 0.885 |
Largest Winning Trade | 40096 | 40096 | 28883 | 79611 | 79611 | 57982 |
Largest Losing Trade | -38148 | -17011 | -38148 | -101834 | -37007 | -101834 |
Avg Bars in Trades | 115 | 97 | 133 | 115 | 97 | 133 |
Avg Bars in Winners | 128 | 103 | 148 | 128 | 103 | 148 |
Avg Bars in Losers | 103 | 92 | 115 | 103 | 92 | 115 |
Bars Traded | 24524 | 10343 | 14181 | 24524 | 10343 | 14181 |
Profit Streak | 13.982 | 13.982 | 28.6904 | 13.982 | 13.982 | 28.6904 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354267 | -94178 | -79708 | -242542 | -273490 | -290721 |
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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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