Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316947.533 | 210157.3266 | 106790.2064 | 149152.5535 | 102381.6001 | 46770.9534 |
Total P&L (%) | 316.9475 | 210.1573 | 106.7902 | 149.1526 | 102.3816 | 46.771 |
Avg Daily Profit (%) | 0.2334 | 0.1548 | 0.0787 | 0.0673 | 0.0519 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200220 | -111499 | -107946 | -249852 | -121548 | -168283 |
Profit Factor | 1.3518 | 1.4732 | 1.2337 | 1.1489 | 1.2136 | 1.0896 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 46.1538 | 40.8163 | 51.5464 | 46.1538 | 40.8163 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.5771 | 2.1362 | 1.1597 | 1.3404 | 1.7597 | 1.0242 |
Largest Winning Trade | 60059 | 60059 | 48462 | 85862 | 61070 | 85862 |
Largest Losing Trade | -39899 | -22753 | -39899 | -105168 | -36634 | -105168 |
Avg Bars in Trades | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Winners | 114 | 109 | 117 | 114 | 109 | 117 |
Avg Bars in Losers | 54 | 48 | 61 | 54 | 48 | 61 |
Bars Traded | 15979 | 7205 | 8773 | 15979 | 7205 | 8773 |
Profit Streak | 20.7148 | 33.5482 | 0 | 20.7148 | 33.5482 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341868 | 221948 | -88353 | -159767 | -126213 | -278835 |
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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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