Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154749.49 | 94641.3511 | 60108.1389 | 176652.9699 | 114654.2256 | 61998.7442 |
Total P&L (%) | 154.7495 | 94.6414 | 60.1081 | 176.653 | 114.6542 | 61.9987 |
Avg Daily Profit (%) | 0.2971 | 0.1817 | 0.1154 | 0.1956 | 0.1468 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42511 | -46751 | -45133 | -108709 | -124831 | -106164 |
Profit Factor | 1.3253 | 1.3714 | 1.2721 | 1.1844 | 1.2268 | 1.1371 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 44.2396 | 40.367 | 48.1481 | 44.2396 | 40.367 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.6704 | 2.0259 | 1.37 | 1.4928 | 1.8123 | 1.2245 |
Largest Winning Trade | 32872 | 32872 | 18442 | 60721 | 60721 | 40394 |
Largest Losing Trade | -15291 | -14502 | -15291 | -39039 | -28844 | -39039 |
Avg Bars in Trades | 113 | 122 | 104 | 113 | 122 | 104 |
Avg Bars in Winners | 149 | 178 | 124 | 149 | 178 | 124 |
Avg Bars in Losers | 85 | 84 | 86 | 85 | 84 | 86 |
Bars Traded | 24627 | 13339 | 11288 | 24627 | 13339 | 11288 |
Profit Streak | 4.9017 | 11.7142 | 0 | 4.9017 | 11.7142 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315085 | 217253 | -41230 | -11152 | 20593 | -141105 |
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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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