Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268858.7014 | 51579.17 | 217279.5314 | 100225.8853 | 310448.7804 | -210222.8951 |
Total P&L (%) | 268.8587 | 51.5792 | 217.2795 | 100.2259 | 310.4488 | -210.2229 |
Avg Daily Profit (%) | 0.182 | 0.0349 | 0.1471 | 0.047 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124887 | -79180 | -104461 | -1191814 | -321004 | -1017433 |
Profit Factor | 1.3185 | 1.1416 | 1.4528 | 1.0273 | 1.2313 | 0.9099 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 52.0737 | 46.2963 | 57.7982 | 52.0737 | 46.2963 | 57.7982 |
Ratio Avg Win / Avg Loss | 1.2135 | 1.3243 | 1.0607 | 0.9454 | 1.4283 | 0.6644 |
Largest Winning Trade | 37562 | 30160 | 37562 | 303813 | 303813 | 125333 |
Largest Losing Trade | -69050 | -36056 | -69050 | -665907 | -162983 | -665907 |
Avg Bars in Trades | 13 | 6 | 20 | 13 | 6 | 20 |
Avg Bars in Winners | 11 | 5 | 16 | 11 | 5 | 16 |
Avg Bars in Losers | 15 | 7 | 25 | 15 | 7 | 25 |
Bars Traded | 2914 | 718 | 2196 | 2914 | 718 | 2196 |
Profit Streak | 11.2476 | 27.2476 | 11.2476 | 11.2476 | 27.2476 | 11.2476 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375792 | -213104 | 216633 | -319548 | -66497 | -579116 |
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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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