Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215391.6757 | 221796.7568 | -6405.0811 | 530465.107 | 216867.0402 | 313598.0668 |
Total P&L (%) | 215.3917 | 221.7968 | -6.4051 | 530.4651 | 216.867 | 313.5981 |
Avg Daily Profit (%) | 0.1732 | 0.1784 | -0.0052 | 0.1482 | 0.0928 | 0.1143 |
Buy And Hold Return (%) | 150.7273 | 150.7273 | 150.7273 | 150.7273 | 150.7273 | 150.7273 |
Max Trade Drawdown | -210811 | -48123 | -219211 | -429225 | -388691 | -186213 |
Profit Factor | 1.3525 | 2.1437 | 0.9846 | 1.4656 | 1.3659 | 1.5737 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 179 | 89 | 90 | 167 | 84 | 83 |
Losing Trades | 27 | 14 | 13 | 39 | 19 | 20 |
Profitability (%) | 86.8932 | 86.4078 | 87.3786 | 81.068 | 81.5534 | 80.5825 |
Ratio Avg Win / Avg Loss | 0.204 | 0.3372 | 0.1422 | 0.3423 | 0.3089 | 0.3792 |
Largest Winning Trade | 17345 | 17345 | 14238 | 86716 | 56034 | 86716 |
Largest Losing Trade | -136632 | -48123 | -136632 | -388691 | -388691 | -152006 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 10 | 11 | 10 | 14 | 16 | 13 |
Avg Bars in Losers | 102 | 120 | 82 | 57 | 71 | 44 |
Bars Traded | 4725 | 2712 | 2013 | 4725 | 2712 | 2013 |
Profit Streak | 33.6497 | 85.6497 | 33.6497 | 33.6497 | 85.6497 | 33.6497 |
Trades During Streak | 15 | 10 | 7 | 15 | 10 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18210 | -3922 | -574296 | 328582 | -93547 | -40900 |
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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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