Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204585.7007 | 173585.4589 | 31000.2418 | -2961.2555 | 58801.8068 | -61763.0622 |
Total P&L (%) | 204.5857 | 173.5855 | 31.0002 | -2.9613 | 58.8018 | -61.7631 |
Avg Daily Profit (%) | 0.1505 | 0.1277 | 0.0228 | -0.0022 | 0.034 | -0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111515 | -84056 | -109537 | -166645 | -69606 | -126216 |
Profit Factor | 1.2318 | 1.4284 | 1.0649 | 0.9965 | 1.1619 | 0.8729 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 51.2195 | 50.4854 | 51.9608 | 51.2195 | 50.4854 | 51.9608 |
Ratio Avg Win / Avg Loss | 1.1731 | 1.401 | 0.9845 | 0.9491 | 1.1396 | 0.807 |
Largest Winning Trade | 75899 | 75899 | 54477 | 55253 | 39409 | 55253 |
Largest Losing Trade | -33794 | -28212 | -33794 | -52712 | -32483 | -52712 |
Avg Bars in Trades | 75 | 54 | 97 | 75 | 54 | 97 |
Avg Bars in Winners | 80 | 50 | 109 | 80 | 50 | 109 |
Avg Bars in Losers | 71 | 57 | 84 | 71 | 57 | 84 |
Bars Traded | 15515 | 5575 | 9940 | 15515 | 5575 | 9940 |
Profit Streak | 8.2936 | 8.2936 | 11.5436 | 8.2936 | 8.2936 | 11.5436 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332034 | -21175 | -315143 | -578420 | -190109 | -579716 |
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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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