Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188754.3501 | 97719.837 | 91034.5131 | 125793.2995 | 34547.918 | 91245.3815 |
Total P&L (%) | 188.7544 | 97.7198 | 91.0345 | 125.7933 | 34.5479 | 91.2454 |
Avg Daily Profit (%) | 0.2056 | 0.1064 | 0.0992 | 0.0888 | 0.0323 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78969 | -100496 | -57411 | -197983 | -239317 | -82843 |
Profit Factor | 1.3075 | 1.2566 | 1.3908 | 1.1103 | 1.0483 | 1.2149 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 98 | 39 | 59 | 98 | 39 | 59 |
Losing Trades | 95 | 57 | 38 | 95 | 57 | 38 |
Profitability (%) | 50.7772 | 40.625 | 60.8247 | 50.7772 | 40.625 | 60.8247 |
Ratio Avg Win / Avg Loss | 1.2675 | 1.8366 | 0.8958 | 1.0763 | 1.5321 | 0.7825 |
Largest Winning Trade | 51630 | 51630 | 20657 | 76150 | 76150 | 32077 |
Largest Losing Trade | -33580 | -33580 | -24257 | -86680 | -86680 | -64249 |
Avg Bars in Trades | 13 | 20 | 7 | 13 | 20 | 7 |
Avg Bars in Winners | 13 | 21 | 7 | 13 | 21 | 7 |
Avg Bars in Losers | 14 | 19 | 7 | 14 | 19 | 7 |
Bars Traded | 2694 | 1942 | 752 | 2694 | 1942 | 752 |
Profit Streak | 6.9284 | 0 | 8.5951 | 6.9284 | 0 | 8.5951 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355425 | -53610 | -59556 | -171594 | -322405 | -98646 |
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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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