Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203391.7496 | 12711.8317 | 190679.9179 | 131648.1149 | -186874.3873 | 318522.5021 |
Total P&L (%) | 203.3918 | 12.7118 | 190.6799 | 131.6481 | -186.8744 | 318.5225 |
Avg Daily Profit (%) | 0.1567 | 0.0098 | 0.1469 | 0.0647 | 0 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69907 | -62502 | -58961 | -248111 | -234593 | -228116 |
Profit Factor | 1.3361 | 1.0381 | 1.7029 | 1.0715 | 0.8114 | 1.3748 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 69 | 26 | 43 | 69 | 26 | 43 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 43.949 | 33.3333 | 54.4304 | 43.949 | 33.3333 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.704 | 2.0761 | 1.4257 | 1.3666 | 1.6228 | 1.151 |
Largest Winning Trade | 55415 | 55415 | 43912 | 130239 | 130239 | 84204 |
Largest Losing Trade | -28565 | -25361 | -28565 | -126105 | -58777 | -126105 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 3835 | 1818 | 2017 | 3835 | 1818 | 2017 |
Profit Streak | 38.4538 | 38.4538 | 86.7871 | 38.4538 | 38.4538 | 86.7871 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318403 | -478814 | -19568 | -248180 | -618116 | -69868 |
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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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