Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219419.9778 | 86982.9576 | 132437.0203 | 106592.3731 | -11155.5851 | 117747.9582 |
Total P&L (%) | 219.42 | 86.983 | 132.437 | 106.5924 | -11.1556 | 117.748 |
Avg Daily Profit (%) | 0.1941 | 0.077 | 0.1172 | 0.0642 | -0.0105 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135652 | -109386 | -59373 | -172989 | -109975 | -143154 |
Profit Factor | 1.2625 | 1.1956 | 1.3386 | 1.0917 | 0.9821 | 1.2181 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 42.7451 | 37.7953 | 47.6563 | 42.7451 | 37.7953 | 47.6563 |
Ratio Avg Win / Avg Loss | 1.6911 | 1.9678 | 1.4703 | 1.4623 | 1.6164 | 1.338 |
Largest Winning Trade | 95485 | 95485 | 35405 | 54018 | 48969 | 54018 |
Largest Losing Trade | -23938 | -23938 | -20248 | -52432 | -38785 | -52432 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3345 | 1551 | 1794 | 3345 | 1551 | 1794 |
Profit Streak | 23.6966 | 23.6966 | 36.03 | 23.6966 | 23.6966 | 36.03 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316527 | -98565 | -35673 | -226605 | -582140 | -100808 |
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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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