Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202809.8575 | 211826.1405 | -9016.283 | -98757.9013 | -17499.3564 | -81258.545 |
Total P&L (%) | 202.8099 | 211.8261 | -9.0163 | -98.7579 | -17.4994 | -81.2585 |
Avg Daily Profit (%) | 0.164 | 0.1713 | -0.0073 | -0.3543 | -0.0156 | -0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138836 | -73452 | -166078 | -122992 | -4341 | -114031 |
Profit Factor | 1.2196 | 1.5211 | 0.9826 | 0.4715 | 0.7316 | 0.3321 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 142 | 69 | 73 | 132 | 67 | 65 |
Losing Trades | 59 | 31 | 28 | 69 | 33 | 36 |
Profitability (%) | 70.6468 | 69 | 72.2772 | 65.6716 | 67 | 64.3564 |
Ratio Avg Win / Avg Loss | 0.5067 | 0.6834 | 0.3769 | 0.2465 | 0.3603 | 0.1839 |
Largest Winning Trade | 31783 | 31783 | 21180 | 16440 | 16440 | 12085 |
Largest Losing Trade | -107001 | -46773 | -107001 | -109651 | -51608 | -109651 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 11 | 11 | 10 | 12 | 13 | 12 |
Avg Bars in Losers | 34 | 36 | 31 | 28 | 32 | 24 |
Bars Traded | 3632 | 1951 | 1681 | 3632 | 1951 | 1681 |
Profit Streak | 17.9069 | 17.9069 | 41.2402 | 17.9069 | 17.9069 | 41.2402 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385989 | 375856 | -576194 | -575940 | -577741 | -577499 |
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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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