Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197237.0319 | 80141.5038 | 117095.528 | 102272.8964 | -6244.3663 | 108517.2627 |
Total P&L (%) | 197.237 | 80.1415 | 117.0955 | 102.2729 | -6.2444 | 108.5173 |
Avg Daily Profit (%) | 0.1775 | 0.0721 | 0.1054 | 0.0634 | -0.0058 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116247 | -57288 | -103035 | -383310 | -230485 | -289755 |
Profit Factor | 1.4998 | 1.4004 | 1.6021 | 1.108 | 0.9868 | 1.2286 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 58.1197 | 53.4483 | 62.7119 | 58.1197 | 53.4483 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.0807 | 1.2197 | 0.9526 | 0.7984 | 0.8595 | 0.7305 |
Largest Winning Trade | 55533 | 55533 | 26422 | 55937 | 55937 | 43397 |
Largest Losing Trade | -73870 | -19216 | -73870 | -233998 | -86841 | -233998 |
Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Winners | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Losers | 68 | 69 | 68 | 68 | 69 | 68 |
Bars Traded | 6555 | 3290 | 3265 | 6555 | 3290 | 3265 |
Profit Streak | 6.1941 | 0 | 28.3607 | 6.1941 | 0 | 28.3607 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388476 | -275566 | -226557 | -209599 | -760386 | -281124 |
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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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