Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139177.2713 | 69787.0388 | 69390.2325 | 145135.0435 | 58602.6784 | 86532.365 |
Total P&L (%) | 139.1773 | 69.787 | 69.3902 | 145.135 | 58.6027 | 86.5324 |
Avg Daily Profit (%) | 0.2672 | 0.134 | 0.1332 | 0.1723 | 0.0886 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64408 | -67358 | -52247 | -187789 | -176182 | -107141 |
Profit Factor | 1.319 | 1.3303 | 1.3084 | 1.156 | 1.1309 | 1.1793 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Profitability (%) | 45.3704 | 48.1481 | 42.5926 | 45.3704 | 48.1481 | 42.5926 |
Ratio Avg Win / Avg Loss | 1.5882 | 1.4326 | 1.7635 | 1.3919 | 1.2179 | 1.5895 |
Largest Winning Trade | 43976 | 43976 | 25735 | 63964 | 63031 | 63964 |
Largest Losing Trade | -23528 | -12046 | -23528 | -49650 | -40132 | -49650 |
Avg Bars in Trades | 114 | 108 | 119 | 114 | 108 | 119 |
Avg Bars in Winners | 140 | 117 | 166 | 140 | 117 | 166 |
Avg Bars in Losers | 91 | 100 | 84 | 91 | 100 | 84 |
Bars Traded | 24641 | 11759 | 12882 | 24641 | 11759 | 12882 |
Profit Streak | 8.9255 | 0 | 11.0714 | 8.9255 | 0 | 11.0714 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321715 | -15451 | -17036 | -42114 | -153544 | -58379 |
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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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