Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105106.3946 | 28741.6396 | 76364.755 | 108499.073 | 30636.2856 | 77862.7874 |
Total P&L (%) | 105.1064 | 28.7416 | 76.3648 | 108.4991 | 30.6363 | 77.8628 |
Avg Daily Profit (%) | 0.4036 | 0.1104 | 0.2932 | 0.2825 | 0.1027 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59589 | -30182 | -51238 | -119556 | -57690 | -104095 |
Profit Factor | 1.3079 | 1.146 | 1.5285 | 1.182 | 1.0939 | 1.2887 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 55.8824 | 50.9804 | 60.7843 | 55.8824 | 50.9804 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.0326 | 1.1019 | 0.9861 | 0.9332 | 1.0518 | 0.8314 |
Largest Winning Trade | 25256 | 13228 | 25256 | 42041 | 23258 | 42041 |
Largest Losing Trade | -18163 | -18163 | -17035 | -36819 | -22673 | -36819 |
Avg Bars in Trades | 120 | 130 | 111 | 120 | 130 | 111 |
Avg Bars in Winners | 95 | 99 | 91 | 95 | 99 | 91 |
Avg Bars in Losers | 153 | 163 | 142 | 153 | 163 | 142 |
Bars Traded | 24678 | 13350 | 11328 | 24678 | 13350 | 11328 |
Profit Streak | 1.4549 | 0 | 5.7569 | 1.4549 | 0 | 5.7569 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265548 | -110352 | 343545 | -15776 | -177800 | 268683 |
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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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