Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227616.7463 | 153771.9757 | 73844.7706 | 245183.713 | 97504.4037 | 147679.3094 |
Total P&L (%) | 227.6167 | 153.772 | 73.8448 | 245.1837 | 97.5044 | 147.6793 |
Avg Daily Profit (%) | 0.2185 | 0.1476 | 0.0709 | 0.119 | 0.0654 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91996 | -71961 | -43721 | -478091 | -360846 | -233771 |
Profit Factor | 1.4793 | 1.6068 | 1.3335 | 1.1643 | 1.1215 | 1.2141 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 41.6244 | 38.7755 | 44.4444 | 41.6244 | 38.7755 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.0747 | 2.5371 | 1.6668 | 1.6329 | 1.7708 | 1.5177 |
Largest Winning Trade | 126765 | 126765 | 22004 | 309303 | 309303 | 108214 |
Largest Losing Trade | -16659 | -15933 | -16659 | -113598 | -87377 | -113598 |
Avg Bars in Trades | 125 | 118 | 131 | 125 | 118 | 131 |
Avg Bars in Winners | 174 | 169 | 178 | 174 | 169 | 178 |
Avg Bars in Losers | 90 | 86 | 94 | 90 | 86 | 94 |
Bars Traded | 24696 | 11633 | 13063 | 24696 | 11633 | 13063 |
Profit Streak | 14.844 | 0 | 16.844 | 14.844 | 0 | 16.844 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303563 | 86591 | -98764 | -74426 | -196058 | -77873 |
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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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