Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161808.7368 | 130926.5574 | 30882.1795 | 81425.5869 | -26627.505 | 108053.0919 |
Total P&L (%) | 161.8087 | 130.9266 | 30.8822 | 81.4256 | -26.6275 | 108.0531 |
Avg Daily Profit (%) | 0.1553 | 0.1257 | 0.0296 | 0.0572 | -0.0297 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102121 | -85999 | -102750 | -461546 | -335403 | -252993 |
Profit Factor | 1.2494 | 1.41 | 1.0938 | 1.0462 | 0.9728 | 1.1382 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 52.093 | 48.5981 | 55.5556 | 52.093 | 48.5981 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.149 | 1.4914 | 0.875 | 0.9622 | 1.029 | 0.9106 |
Largest Winning Trade | 44218 | 44218 | 28658 | 130719 | 130719 | 78258 |
Largest Losing Trade | -39062 | -24952 | -39062 | -134823 | -134823 | -117235 |
Avg Bars in Trades | 114 | 118 | 110 | 114 | 118 | 110 |
Avg Bars in Winners | 128 | 132 | 125 | 128 | 132 | 125 |
Avg Bars in Losers | 98 | 105 | 90 | 98 | 105 | 90 |
Bars Traded | 24595 | 12674 | 11921 | 24595 | 12674 | 11921 |
Profit Streak | 5.7605 | 0 | 14.3855 | 5.7605 | 0 | 14.3855 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328047 | -25279 | -273842 | -285787 | -579925 | -167606 |
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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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