Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156078.0756 | 99765.785 | 56312.2906 | 171230.2463 | 117540.8899 | 53689.3563 |
Total P&L (%) | 156.0781 | 99.7658 | 56.3123 | 171.2302 | 117.5409 | 53.6894 |
Avg Daily Profit (%) | 0.2997 | 0.1916 | 0.1081 | 0.1918 | 0.1493 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64223 | -72543 | -30224 | -129728 | -143891 | -63348 |
Profit Factor | 1.3347 | 1.3385 | 1.3282 | 1.2113 | 1.2337 | 1.1746 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 50.9901 | 47.5248 | 54.4554 | 50.9901 | 47.5248 | 54.4554 |
Ratio Avg Win / Avg Loss | 1.2829 | 1.478 | 1.1108 | 1.1643 | 1.3622 | 0.9824 |
Largest Winning Trade | 28154 | 28154 | 14865 | 47269 | 47269 | 27522 |
Largest Losing Trade | -22905 | -22905 | -16944 | -53909 | -53909 | -32674 |
Avg Bars in Trades | 122 | 192 | 52 | 122 | 192 | 52 |
Avg Bars in Winners | 125 | 202 | 57 | 125 | 202 | 57 |
Avg Bars in Losers | 119 | 183 | 45 | 119 | 183 | 45 |
Bars Traded | 24712 | 19436 | 5276 | 24712 | 19436 | 5276 |
Profit Streak | 6.2835 | 6.2835 | 7.221 | 6.2835 | 6.2835 | 7.221 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379889 | 242819 | -48897 | 319536 | 175198 | -113505 |
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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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