Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383058.8812 | 117470.668 | 265588.2133 | 393934.6827 | 287387.1148 | 106547.568 |
Total P&L (%) | 383.0589 | 117.4707 | 265.5882 | 393.9347 | 287.3871 | 106.5476 |
Avg Daily Profit (%) | 0.2577 | 0.079 | 0.1787 | 0.1075 | 0.0912 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196793 | -71505 | -158795 | -822256 | -247941 | -717477 |
Profit Factor | 1.4288 | 1.2623 | 1.5962 | 1.1376 | 1.2291 | 1.0663 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 63.8498 | 61.6822 | 66.0377 | 63.8498 | 61.6822 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.8089 | 0.7842 | 0.8209 | 0.6441 | 0.7635 | 0.5484 |
Largest Winning Trade | 39470 | 39470 | 39371 | 150526 | 150526 | 145008 |
Largest Losing Trade | -59140 | -28445 | -59140 | -521176 | -161971 | -521176 |
Avg Bars in Trades | 81 | 62 | 101 | 81 | 62 | 101 |
Avg Bars in Winners | 61 | 40 | 80 | 61 | 40 | 80 |
Avg Bars in Losers | 118 | 97 | 143 | 118 | 97 | 143 |
Bars Traded | 17446 | 6658 | 10788 | 17446 | 6658 | 10788 |
Profit Streak | 18.3329 | 38.9162 | 18.3329 | 18.3329 | 38.9162 | 18.3329 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421320 | -86995 | 361301 | -115850 | -71035 | -274651 |
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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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