Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182261.218 | 121902.9359 | 60358.2821 | 95192.3165 | -6722.852 | 101915.1685 |
Total P&L (%) | 182.2612 | 121.9029 | 60.3583 | 95.1923 | -6.7229 | 101.9152 |
Avg Daily Profit (%) | 0.175 | 0.117 | 0.0579 | 0.0642 | -0.0067 | 0.0675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114070 | -116780 | -15485 | -507041 | -506531 | -60565 |
Profit Factor | 1.3859 | 1.3109 | 1.7522 | 1.0562 | 0.9953 | 1.378 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 75.8621 | 75.2475 | 76.4706 | 75.8621 | 75.2475 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.441 | 0.4312 | 0.5391 | 0.3361 | 0.3274 | 0.424 |
Largest Winning Trade | 55656 | 55656 | 9891 | 190007 | 190007 | 43391 |
Largest Losing Trade | -47083 | -47083 | -15254 | -225132 | -225132 | -60565 |
Avg Bars in Trades | 117 | 224 | 11 | 117 | 224 | 11 |
Avg Bars in Winners | 43 | 81 | 6 | 43 | 81 | 6 |
Avg Bars in Losers | 349 | 659 | 26 | 349 | 659 | 26 |
Bars Traded | 23830 | 22698 | 1132 | 23830 | 22698 | 1132 |
Profit Streak | 7.8205 | 14.9872 | 7.8205 | 7.8205 | 14.9872 | 7.8205 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428399 | -33524 | -111261 | -262031 | -576023 | -99554 |
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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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