Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195052.2138 | 91157.1036 | 103895.1102 | 239879.112 | 113936.9146 | 125942.1974 |
Total P&L (%) | 195.0522 | 91.1571 | 103.8951 | 239.8791 | 113.9369 | 125.9422 |
Avg Daily Profit (%) | 0.1873 | 0.0875 | 0.0997 | 0.1175 | 0.073 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84164 | -74575 | -62868 | -126968 | -76834 | -110592 |
Profit Factor | 1.3327 | 1.3224 | 1.3424 | 1.2561 | 1.2606 | 1.2521 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 59.3407 | 56.6176 | 62.0438 | 59.3407 | 56.6176 | 62.0438 |
Ratio Avg Win / Avg Loss | 0.9132 | 1.0133 | 0.8212 | 0.8606 | 0.9659 | 0.766 |
Largest Winning Trade | 24488 | 24488 | 21231 | 43798 | 38605 | 43798 |
Largest Losing Trade | -32024 | -20969 | -32024 | -48947 | -31599 | -48947 |
Avg Bars in Trades | 90 | 92 | 89 | 90 | 92 | 89 |
Avg Bars in Winners | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Losers | 101 | 101 | 102 | 101 | 101 | 102 |
Bars Traded | 24760 | 12526 | 12234 | 24760 | 12526 | 12234 |
Profit Streak | 7.481 | 0 | 20.3143 | 7.481 | 0 | 20.3143 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340109 | -75234 | -58706 | -34642 | -96580 | -87870 |
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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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