Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246044.5596 | 165510.6913 | 80533.8683 | 39383.8245 | -3772.2382 | 43156.0627 |
Total P&L (%) | 246.0446 | 165.5107 | 80.5339 | 39.3838 | -3.7722 | 43.1561 |
Avg Daily Profit (%) | 0.1804 | 0.1213 | 0.059 | 0.0243 | -0.0028 | 0.0263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142723 | -106537 | -98525 | -229085 | -175836 | -170918 |
Profit Factor | 1.2738 | 1.3644 | 1.1812 | 1.0409 | 0.9927 | 1.0968 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 52.4064 | 52.1277 | 52.6882 | 52.4064 | 52.1277 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.1568 | 1.253 | 1.0607 | 0.9453 | 0.9117 | 0.9849 |
Largest Winning Trade | 103614 | 103614 | 36630 | 67681 | 67681 | 56210 |
Largest Losing Trade | -47766 | -24080 | -47766 | -61911 | -61911 | -55127 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 4033 | 2029 | 2003 | 4033 | 2029 | 2003 |
Profit Streak | 24.0312 | 36.0312 | 24.0312 | 24.0312 | 36.0312 | 24.0312 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374792 | -29298 | -134444 | -336766 | -579536 | -274500 |
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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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