Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321264.4674 | 245326.396 | 75938.0714 | 88075.0597 | 14319.328 | 73755.7318 |
Total P&L (%) | 321.2645 | 245.3264 | 75.9381 | 88.0751 | 14.3193 | 73.7557 |
Avg Daily Profit (%) | 0.2354 | 0.1798 | 0.0557 | 0.0463 | 0.0098 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178690 | -100593 | -131070 | -376554 | -215588 | -251809 |
Profit Factor | 1.3998 | 1.5853 | 1.1976 | 1.0653 | 1.0189 | 1.1248 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 53.4314 | 49.0196 | 57.8431 | 53.4314 | 49.0196 | 57.8431 |
Ratio Avg Win / Avg Loss | 1.22 | 1.6488 | 0.8728 | 0.9285 | 1.0597 | 0.8197 |
Largest Winning Trade | 127696 | 127696 | 35899 | 82433 | 82433 | 76087 |
Largest Losing Trade | -48090 | -44360 | -48090 | -140485 | -93295 | -140485 |
Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Winners | 14 | 17 | 11 | 14 | 17 | 11 |
Avg Bars in Losers | 11 | 14 | 8 | 11 | 14 | 8 |
Bars Traded | 2634 | 1612 | 1022 | 2634 | 1612 | 1022 |
Profit Streak | 21.1164 | 38.6164 | 0 | 21.1164 | 38.6164 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394568 | 411548 | -122456 | -279097 | -409823 | -222751 |
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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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