Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331125.0147 | 205485.0904 | 125639.9243 | 284665.231 | 143681.6922 | 140983.5387 |
Total P&L (%) | 331.125 | 205.4851 | 125.6399 | 284.6652 | 143.6817 | 140.9835 |
Avg Daily Profit (%) | 0.3255 | 0.202 | 0.1235 | 0.1325 | 0.0876 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64848 | -88427 | -84411 | -117140 | -117984 | -69635 |
Profit Factor | 1.435 | 1.4784 | 1.3787 | 1.3336 | 1.278 | 1.4189 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 53.9535 | 48.5981 | 59.2593 | 53.9535 | 48.5981 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.2247 | 1.5637 | 0.9479 | 1.1381 | 1.3517 | 0.9755 |
Largest Winning Trade | 95573 | 95573 | 25622 | 165647 | 165647 | 46154 |
Largest Losing Trade | -49900 | -40474 | -49900 | -70864 | -70864 | -42855 |
Avg Bars in Trades | 54 | 70 | 39 | 54 | 70 | 39 |
Avg Bars in Winners | 60 | 82 | 42 | 60 | 82 | 42 |
Avg Bars in Losers | 48 | 58 | 35 | 48 | 58 | 35 |
Bars Traded | 11819 | 7537 | 4282 | 11819 | 7537 | 4282 |
Profit Streak | 5.2718 | 0 | 16.1051 | 5.2718 | 0 | 16.1051 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430248 | 327911 | -27238 | -13484 | -76884 | -76332 |
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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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