Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305759.256 | 230362.2758 | 75396.9802 | -11758.7553 | 37038.0152 | -48796.7704 |
Total P&L (%) | 305.7593 | 230.3623 | 75.397 | -11.7588 | 37.038 | -48.7968 |
Avg Daily Profit (%) | 0.1595 | 0.1202 | 0.0393 | -0.0065 | 0.0164 | -0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140472 | -103861 | -176463 | -272460 | -106857 | -182887 |
Profit Factor | 1.3317 | 1.5665 | 1.1463 | 0.9817 | 1.1451 | 0.8743 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 53.1792 | 54.6512 | 51.7241 | 53.1792 | 54.6512 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.1724 | 1.2998 | 1.0699 | 0.8643 | 0.9502 | 0.816 |
Largest Winning Trade | 101117 | 101117 | 50794 | 89927 | 89927 | 57320 |
Largest Losing Trade | -69087 | -42185 | -69087 | -111897 | -32483 | -111897 |
Avg Bars in Trades | 131 | 115 | 146 | 131 | 115 | 146 |
Avg Bars in Winners | 147 | 129 | 165 | 147 | 129 | 165 |
Avg Bars in Losers | 112 | 99 | 125 | 112 | 99 | 125 |
Bars Traded | 22679 | 9974 | 12706 | 22679 | 9974 | 12706 |
Profit Streak | 35.2788 | 0 | 44.0288 | 35.2788 | 0 | 44.0288 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338873 | -30576 | -199469 | -578917 | -235624 | -580322 |
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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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