Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126135.5176 | 48194.619 | 77940.8986 | 125878.3562 | 31551.0635 | 94327.2927 |
Total P&L (%) | 126.1355 | 48.1946 | 77.9409 | 125.8784 | 31.5511 | 94.3273 |
Avg Daily Profit (%) | 0.1905 | 0.0728 | 0.1177 | 0.1231 | 0.0414 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88236 | -73410 | -45925 | -201691 | -158984 | -89326 |
Profit Factor | 1.2664 | 1.2167 | 1.3104 | 1.167 | 1.0882 | 1.238 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 45.0161 | 43.2258 | 46.7949 | 45.0161 | 43.2258 | 46.7949 |
Ratio Avg Win / Avg Loss | 1.5468 | 1.5981 | 1.4899 | 1.4254 | 1.4293 | 1.4076 |
Largest Winning Trade | 34149 | 34149 | 27468 | 55199 | 55199 | 46989 |
Largest Losing Trade | -15927 | -9437 | -15927 | -50673 | -22181 | -50673 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 71 | 63 | 77 | 71 | 63 | 77 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 15632 | 7033 | 8599 | 15632 | 7033 | 8599 |
Profit Streak | 387.3774 | 0 | 403.8774 | 387.3774 | 0 | 403.8774 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312597 | -99054 | -35839 | -65331 | -266532 | -59380 |
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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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