Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95044.29 | 46632.5843 | 48411.7058 | 132823.2414 | 46008.6704 | 86814.571 |
Total P&L (%) | 95.0443 | 46.6326 | 48.4117 | 132.8232 | 46.0087 | 86.8146 |
Avg Daily Profit (%) | 0.207 | 0.1016 | 0.1055 | 0.1843 | 0.0825 | 0.1362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21164 | -15122 | -22298 | -39517 | -39588 | -25802 |
Profit Factor | 1.4968 | 1.5306 | 1.4681 | 1.4745 | 1.3261 | 1.6253 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 73.4177 | 74.0506 | 72.7848 | 73.4177 | 74.0506 | 72.7848 |
Ratio Avg Win / Avg Loss | 0.5419 | 0.5364 | 0.5489 | 0.5339 | 0.4647 | 0.6077 |
Largest Winning Trade | 10828 | 4081 | 10828 | 25531 | 6966 | 25531 |
Largest Losing Trade | -21164 | -15122 | -21164 | -39517 | -39517 | -25802 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 78 | 75 | 82 | 78 | 75 | 82 |
Bars Traded | 10764 | 5121 | 5643 | 10764 | 5121 | 5643 |
Profit Streak | 596.7186 | 0 | 599.8853 | 596.7186 | 0 | 599.8853 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425077 | -56272 | -50811 | 413166 | -83317 | -7456 |
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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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