Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273240.7162 | 211964.2213 | 61276.4949 | 2283.2838 | -15979.9013 | 18263.185 |
Total P&L (%) | 273.2407 | 211.9642 | 61.2765 | 2.2833 | -15.9799 | 18.2632 |
Avg Daily Profit (%) | 0.2013 | 0.1561 | 0.0451 | 0.0017 | -0.0128 | 0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161602 | -91988 | -160087 | -202886 | -147780 | -105169 |
Profit Factor | 1.4216 | 1.6258 | 1.198 | 1.0044 | 0.948 | 1.0858 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 49.5238 | 47.1698 | 51.9231 | 49.5238 | 47.1698 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.4489 | 1.8209 | 1.1093 | 1.0237 | 1.0618 | 1.0053 |
Largest Winning Trade | 75532 | 75532 | 34268 | 64618 | 64618 | 48783 |
Largest Losing Trade | -72920 | -41226 | -72920 | -67755 | -67755 | -39354 |
Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Losers | 66 | 73 | 58 | 66 | 73 | 58 |
Bars Traded | 7831 | 4179 | 3652 | 7831 | 4179 | 3652 |
Profit Streak | 20.9378 | 21.2711 | 0 | 20.9378 | 21.2711 | 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 | 327782 | -170280 | -315704 | -571421 | -759716 | -490381 |
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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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