Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144471.5132 | -12466.6661 | 156938.1793 | 23360.7074 | -38159.5469 | 61520.2543 |
Total P&L (%) | 144.4715 | -12.4667 | 156.9382 | 23.3607 | -38.1595 | 61.5203 |
Avg Daily Profit (%) | 0.1405 | -0.0121 | 0.1527 | 0.0204 | -0.0467 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117769 | -142429 | -69494 | -216088 | -183842 | -109414 |
Profit Factor | 1.1899 | 0.971 | 1.4744 | 1.0271 | 0.9169 | 1.1531 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 62.7273 | 61.8182 | 63.6364 | 62.7273 | 61.8182 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.707 | 0.5997 | 0.8425 | 0.6103 | 0.5663 | 0.6589 |
Largest Winning Trade | 21275 | 19168 | 21275 | 27424 | 27424 | 26595 |
Largest Losing Trade | -40304 | -27661 | -40304 | -51352 | -51352 | -43173 |
Avg Bars in Trades | 110 | 116 | 105 | 110 | 116 | 105 |
Avg Bars in Winners | 76 | 78 | 73 | 76 | 78 | 73 |
Avg Bars in Losers | 169 | 176 | 161 | 169 | 176 | 161 |
Bars Traded | 24381 | 12782 | 11599 | 24381 | 12782 | 11599 |
Profit Streak | 36.848 | 38.5564 | 36.848 | 36.848 | 38.5564 | 36.848 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14317 | -578000 | 349572 | -358135 | -578000 | -181940 |
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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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