Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202705.9293 | 55402.225 | 147303.7043 | 96984.5154 | -62995.8413 | 159980.3566 |
Total P&L (%) | 202.7059 | 55.4022 | 147.3037 | 96.9845 | -62.9958 | 159.9804 |
Avg Daily Profit (%) | 0.1971 | 0.0539 | 0.1433 | 0.066 | -0.0966 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89318 | -112851 | -45681 | -235646 | -285234 | -102908 |
Profit Factor | 1.2803 | 1.1588 | 1.3935 | 1.0628 | 0.9162 | 1.2017 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 52.551 | 53.0612 | 52.0408 | 52.551 | 53.0612 | 52.0408 |
Ratio Avg Win / Avg Loss | 1.156 | 1.0251 | 1.2842 | 0.9596 | 0.8105 | 1.1074 |
Largest Winning Trade | 58072 | 58072 | 50778 | 89900 | 71770 | 89900 |
Largest Losing Trade | -33352 | -24439 | -33352 | -78529 | -53717 | -78529 |
Avg Bars in Trades | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Winners | 21 | 12 | 31 | 21 | 12 | 31 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 3954 | 1307 | 2648 | 3954 | 1307 | 2648 |
Profit Streak | 5.6193 | 9.6193 | 5.6193 | 5.6193 | 9.6193 | 5.6193 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373312 | -166689 | -187 | -255207 | -579731 | -68420 |
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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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