Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226694.7111 | 55504.2515 | 171190.4595 | 101278.4757 | -47602.943 | 148881.4187 |
Total P&L (%) | 226.6947 | 55.5043 | 171.1905 | 101.2785 | -47.6029 | 148.8814 |
Avg Daily Profit (%) | 0.2205 | 0.054 | 0.1665 | 0.0681 | -0.0628 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93092 | -101418 | -54879 | -199480 | -231843 | -97180 |
Profit Factor | 1.3819 | 1.1692 | 1.6446 | 1.0956 | 0.9185 | 1.3134 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 57.2519 | 56.9231 | 57.5758 | 57.2519 | 56.9231 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.0318 | 0.8848 | 1.2118 | 0.8181 | 0.6951 | 0.9677 |
Largest Winning Trade | 84822 | 84822 | 43988 | 112989 | 112989 | 54680 |
Largest Losing Trade | -45803 | -31616 | -45803 | -76159 | -55267 | -76159 |
Avg Bars in Trades | 92 | 86 | 99 | 92 | 86 | 99 |
Avg Bars in Winners | 88 | 81 | 95 | 88 | 81 | 95 |
Avg Bars in Losers | 97 | 91 | 103 | 97 | 91 | 103 |
Bars Traded | 12132 | 5590 | 6542 | 12132 | 5590 | 6542 |
Profit Streak | 12.5909 | 20.1742 | 12.5909 | 12.5909 | 20.1742 | 12.5909 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387028 | -288060 | -113245 | -216700 | -711006 | -198584 |
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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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