Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213799.3103 | 155804.7468 | 57994.5634 | -59843.6533 | 87564.6626 | -147408.316 |
Total P&L (%) | 213.7993 | 155.8047 | 57.9946 | -59.8437 | 87.5647 | -147.4083 |
Avg Daily Profit (%) | 0.1495 | 0.109 | 0.0406 | -0.0638 | 0.044 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145290 | -118740 | -109979 | -194024 | -88292 | -223767 |
Profit Factor | 1.2214 | 1.3637 | 1.1079 | 0.9309 | 1.2713 | 0.7285 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 54.0541 | 47.7477 | 60.3604 | 54.0541 | 47.7477 | 60.3604 |
Ratio Avg Win / Avg Loss | 1.0382 | 1.4924 | 0.7276 | 0.7912 | 1.3912 | 0.4784 |
Largest Winning Trade | 48205 | 48205 | 28598 | 51151 | 51151 | 32423 |
Largest Losing Trade | -74748 | -54109 | -74748 | -166727 | -51642 | -166727 |
Avg Bars in Trades | 19 | 23 | 14 | 19 | 23 | 14 |
Avg Bars in Winners | 17 | 23 | 12 | 17 | 23 | 12 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 4224 | 2644 | 1580 | 4224 | 2644 | 1580 |
Profit Streak | 43.6826 | 44.6826 | 43.6826 | 43.6826 | 44.6826 | 43.6826 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344765 | -46895 | -241100 | -577391 | -134096 | -578862 |
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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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