Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328622.683 | 198484.3077 | 130138.3752 | -24742.2675 | -64037.1665 | 39294.8989 |
Total P&L (%) | 328.6227 | 198.4843 | 130.1384 | -24.7423 | -64.0372 | 39.2949 |
Avg Daily Profit (%) | 0.1721 | 0.104 | 0.0682 | -0.0149 | -0.0536 | 0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164116 | -136975 | -135856 | -263089 | -213990 | -169356 |
Profit Factor | 1.2947 | 1.3781 | 1.2205 | 0.9827 | 0.908 | 1.0537 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 137 | 65 | 72 | 137 | 65 | 72 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 64.3192 | 60.7477 | 67.9245 | 64.3192 | 60.7477 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.7182 | 0.8905 | 0.5763 | 0.5451 | 0.5867 | 0.4976 |
Largest Winning Trade | 42006 | 42006 | 30694 | 64575 | 48395 | 64575 |
Largest Losing Trade | -67200 | -49708 | -67200 | -148657 | -83202 | -148657 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Losers | 87 | 80 | 96 | 87 | 80 | 96 |
Bars Traded | 11166 | 5231 | 5935 | 11166 | 5231 | 5935 |
Profit Streak | 20.8898 | 20.8898 | 41.8898 | 20.8898 | 20.8898 | 41.8898 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369074 | -53113 | -100118 | -576293 | -578598 | -331206 |
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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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