Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417452.8549 | 159436.546 | 258016.3089 | 1220190.61 | 167278.9725 | 1052911.6375 |
Total P&L (%) | 417.4529 | 159.4365 | 258.0163 | 1220.1906 | 167.279 | 1052.9116 |
Avg Daily Profit (%) | 0.2747 | 0.1049 | 0.1698 | 0.1699 | 0.0647 | 0.161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87094 | -62733 | -66265 | -593775 | -667956 | -416548 |
Profit Factor | 1.5525 | 1.4175 | 1.6905 | 1.2929 | 1.0762 | 1.5342 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 117 | 66 | 51 | 117 | 66 | 51 |
Profitability (%) | 45.5814 | 38.3178 | 52.7778 | 45.5814 | 38.3178 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.8535 | 2.2818 | 1.5125 | 1.5435 | 1.7324 | 1.3727 |
Largest Winning Trade | 63476 | 50101 | 63476 | 353067 | 347575 | 353067 |
Largest Losing Trade | -22655 | -18231 | -22655 | -212878 | -212878 | -191385 |
Avg Bars in Trades | 83 | 64 | 103 | 83 | 64 | 103 |
Avg Bars in Winners | 115 | 74 | 145 | 115 | 74 | 145 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 18030 | 6848 | 11182 | 18030 | 6848 | 11182 |
Profit Streak | 22.0979 | 0 | 89.9312 | 22.0979 | 0 | 89.9312 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394317 | -55819 | 432728 | 319968 | -246930 | 384257 |
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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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