Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313736.6411 | 227191.4553 | 86545.1858 | 62337.4221 | 341604.8374 | -279267.4153 |
Total P&L (%) | 313.7366 | 227.1915 | 86.5452 | 62.3374 | 341.6048 | -279.2674 |
Avg Daily Profit (%) | 0.162 | 0.1173 | 0.0447 | 0.025 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110917 | -51698 | -120828 | -509745 | -134684 | -527995 |
Profit Factor | 1.3058 | 1.4909 | 1.1537 | 1.0263 | 1.3327 | 0.7916 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 52.2167 | 51.4851 | 52.9412 | 52.2167 | 51.4851 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.195 | 1.4049 | 1.0255 | 0.9392 | 1.2558 | 0.7037 |
Largest Winning Trade | 60770 | 58723 | 60770 | 133812 | 133812 | 99318 |
Largest Losing Trade | -39665 | -32373 | -39665 | -168789 | -93962 | -168789 |
Avg Bars in Trades | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Winners | 19 | 12 | 26 | 19 | 12 | 26 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3797 | 1460 | 2337 | 3797 | 1460 | 2337 |
Profit Streak | 58.2407 | 0 | 65.2407 | 58.2407 | 0 | 65.2407 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345763 | -34942 | -183300 | -350987 | -90034 | -579429 |
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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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