Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121648.7962 | 88236.125 | 33412.6713 | 86852.927 | 57997.5748 | 28855.3522 |
Total P&L (%) | 121.6488 | 88.2361 | 33.4127 | 86.8529 | 57.9976 | 28.8554 |
Avg Daily Profit (%) | 0.2336 | 0.1694 | 0.0642 | 0.1201 | 0.0879 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86647 | -49196 | -63087 | -79607 | -56698 | -38182 |
Profit Factor | 1.2509 | 1.3792 | 1.1325 | 1.2118 | 1.2831 | 1.1407 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 52.1951 | 53.3981 | 50.9804 | 52.1951 | 53.3981 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.1457 | 1.2036 | 1.089 | 1.1099 | 1.1198 | 1.0968 |
Largest Winning Trade | 26181 | 21746 | 26181 | 22977 | 20041 | 22977 |
Largest Losing Trade | -31632 | -30371 | -31632 | -30186 | -30186 | -21758 |
Avg Bars in Trades | 119 | 127 | 111 | 119 | 127 | 111 |
Avg Bars in Winners | 137 | 147 | 126 | 137 | 147 | 126 |
Avg Bars in Losers | 100 | 104 | 96 | 100 | 104 | 96 |
Bars Traded | 24543 | 13139 | 11404 | 24543 | 13139 | 11404 |
Profit Streak | 3.858 | 21.733 | 0 | 3.858 | 21.733 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292651 | 325082 | -185541 | -32687 | -75373 | -197631 |
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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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