Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171546.1994 | 100453.991 | 71092.2084 | 233459.969 | 181856.8221 | 51603.1468 |
Total P&L (%) | 171.5462 | 100.454 | 71.0922 | 233.46 | 181.8568 | 51.6031 |
Avg Daily Profit (%) | 0.3294 | 0.1929 | 0.1365 | 0.2315 | 0.1992 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44092 | -61064 | -43398 | -169641 | -186174 | -165575 |
Profit Factor | 1.3756 | 1.4419 | 1.31 | 1.1858 | 1.2883 | 1.0825 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 48.6486 | 50.4505 | 46.8468 | 48.6486 | 50.4505 | 46.8468 |
Ratio Avg Win / Avg Loss | 1.4521 | 1.4161 | 1.4863 | 1.2517 | 1.2653 | 1.2282 |
Largest Winning Trade | 41314 | 41314 | 21932 | 107109 | 107109 | 58295 |
Largest Losing Trade | -13496 | -11422 | -13496 | -39260 | -39260 | -34944 |
Avg Bars in Trades | 109 | 111 | 107 | 109 | 111 | 107 |
Avg Bars in Winners | 141 | 138 | 143 | 141 | 138 | 143 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 24399 | 12428 | 11971 | 24399 | 12428 | 11971 |
Profit Streak | 4.4168 | 19.3543 | 0 | 4.4168 | 19.3543 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342332 | 337632 | -12718 | -7984 | 305771 | -219294 |
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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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