Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278158.7378 | 65947.0827 | 212211.6551 | 178897.3657 | 23462.1542 | 155435.2115 |
Total P&L (%) | 278.1587 | 65.9471 | 212.2117 | 178.8974 | 23.4622 | 155.4352 |
Avg Daily Profit (%) | 0.1883 | 0.0446 | 0.1437 | 0.0695 | 0.0143 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126451 | -110406 | -102818 | -180722 | -120484 | -142847 |
Profit Factor | 1.3226 | 1.1388 | 1.5479 | 1.1293 | 1.032 | 1.239 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 53.202 | 48.0392 | 58.4158 | 53.202 | 48.0392 | 58.4158 |
Ratio Avg Win / Avg Loss | 1.1634 | 1.2318 | 1.1019 | 0.9934 | 1.1163 | 0.882 |
Largest Winning Trade | 39113 | 38336 | 39113 | 68182 | 68182 | 62042 |
Largest Losing Trade | -42056 | -34919 | -42056 | -108196 | -52624 | -108196 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 2911 | 1341 | 1570 | 2911 | 1341 | 1570 |
Profit Streak | 31.0495 | 31.0495 | 34.0495 | 31.0495 | 31.0495 | 34.0495 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395995 | -201120 | 87805 | -176847 | -363436 | -107999 |
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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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