Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178866.4753 | 45477.963 | 133388.5123 | 97879.8695 | 43170.374 | 54709.4956 |
Total P&L (%) | 178.8665 | 45.478 | 133.3885 | 97.8799 | 43.1704 | 54.7095 |
Avg Daily Profit (%) | 0.1717 | 0.0437 | 0.1281 | 0.0655 | 0.0345 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126249 | -109724 | -72247 | -101475 | -74963 | -106451 |
Profit Factor | 1.2747 | 1.1283 | 1.4498 | 1.1484 | 1.124 | 1.1756 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 52.4272 | 53.3981 | 51.4563 | 52.4272 | 53.3981 | 51.4563 |
Ratio Avg Win / Avg Loss | 1.1567 | 0.9847 | 1.3678 | 1.042 | 0.981 | 1.109 |
Largest Winning Trade | 40310 | 40310 | 27456 | 49858 | 49858 | 31503 |
Largest Losing Trade | -46365 | -23853 | -46365 | -71072 | -38894 | -71072 |
Avg Bars in Trades | 119 | 135 | 103 | 119 | 135 | 103 |
Avg Bars in Winners | 118 | 126 | 111 | 118 | 126 | 111 |
Avg Bars in Losers | 119 | 145 | 95 | 119 | 145 | 95 |
Bars Traded | 24577 | 13911 | 10665 | 24577 | 13911 | 10665 |
Profit Streak | 16.5578 | 18.8078 | 0 | 16.5578 | 18.8078 | 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 | 333917 | -216701 | -21160 | -160764 | -233828 | -165469 |
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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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