Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388072.256 | 207908.5334 | 180163.7227 | 198724.3914 | -184684.6442 | 383409.0356 |
Total P&L (%) | 388.0723 | 207.9085 | 180.1637 | 198.7244 | -184.6846 | 383.409 |
Avg Daily Profit (%) | 0.2145 | 0.1149 | 0.0996 | 0.0605 | 0 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169772 | -114853 | -142863 | -1622415 | -1071548 | -1272413 |
Profit Factor | 1.4125 | 1.4559 | 1.3716 | 1.0304 | 0.9441 | 1.1186 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 44.8276 | 41.1765 | 48.5149 | 44.8276 | 41.1765 | 48.5149 |
Ratio Avg Win / Avg Loss | 1.7384 | 2.0799 | 1.4556 | 1.2682 | 1.3487 | 1.1871 |
Largest Winning Trade | 107510 | 107510 | 55103 | 413450 | 413450 | 240769 |
Largest Losing Trade | -61473 | -29171 | -61473 | -399866 | -193607 | -399866 |
Avg Bars in Trades | 104 | 110 | 99 | 104 | 110 | 99 |
Avg Bars in Winners | 139 | 138 | 139 | 139 | 138 | 139 |
Avg Bars in Losers | 76 | 90 | 61 | 76 | 90 | 61 |
Bars Traded | 21278 | 11253 | 10025 | 21278 | 11253 | 10025 |
Profit Streak | 28.9538 | 34.6205 | 0 | 28.9538 | 34.6205 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331869 | -40632 | -60393 | -299626 | -582283 | -167527 |
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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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