Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162057.7803 | 65916.0899 | 96141.6903 | 139002.0362 | -11643.2782 | 150645.3143 |
Total P&L (%) | 162.0578 | 65.9161 | 96.1417 | 139.002 | -11.6433 | 150.6453 |
Avg Daily Profit (%) | 0.3112 | 0.1266 | 0.1846 | 0.1674 | -0.0238 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86962 | -83930 | -72516 | -161347 | -178324 | -79766 |
Profit Factor | 1.2928 | 1.2367 | 1.3495 | 1.1539 | 0.9759 | 1.3596 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 48.3412 | 48.5714 | 48.1132 | 48.3412 | 48.5714 | 48.1132 |
Ratio Avg Win / Avg Loss | 1.3815 | 1.3095 | 1.4553 | 1.2331 | 1.0334 | 1.4662 |
Largest Winning Trade | 30204 | 30204 | 27704 | 47757 | 41249 | 47757 |
Largest Losing Trade | -33710 | -33710 | -26056 | -41309 | -41309 | -29843 |
Avg Bars in Trades | 114 | 125 | 104 | 114 | 125 | 104 |
Avg Bars in Winners | 132 | 137 | 128 | 132 | 137 | 128 |
Avg Bars in Losers | 97 | 113 | 81 | 97 | 113 | 81 |
Bars Traded | 24195 | 13157 | 11038 | 24195 | 13157 | 11038 |
Profit Streak | 8.4183 | 0 | 17.1267 | 8.4183 | 0 | 17.1267 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330232 | -26033 | 280066 | -43293 | -580510 | 279826 |
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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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