Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227650.8455 | 198631.1328 | 29019.7128 | 62674.7727 | 56082.6102 | 6592.1625 |
Total P&L (%) | 227.6508 | 198.6311 | 29.0197 | 62.6748 | 56.0826 | 6.5922 |
Avg Daily Profit (%) | 0.2185 | 0.1907 | 0.0279 | 0.0467 | 0.0428 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85867 | -88410 | -34353 | -227657 | -196678 | -73478 |
Profit Factor | 1.4721 | 1.5547 | 1.2338 | 1.0751 | 1.0911 | 1.0301 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 43.8503 | 38.7097 | 48.9362 | 43.8503 | 38.7097 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.885 | 2.4617 | 1.2875 | 1.3767 | 1.7276 | 1.0749 |
Largest Winning Trade | 173523 | 173523 | 11343 | 229833 | 229833 | 24798 |
Largest Losing Trade | -26029 | -26029 | -9800 | -81257 | -81257 | -22648 |
Avg Bars in Trades | 131 | 242 | 21 | 131 | 242 | 21 |
Avg Bars in Winners | 153 | 320 | 23 | 153 | 320 | 23 |
Avg Bars in Losers | 113 | 192 | 20 | 113 | 192 | 20 |
Bars Traded | 24569 | 22514 | 2055 | 24569 | 22514 | 2055 |
Profit Streak | 9.6378 | 9.6378 | 61.0545 | 9.6378 | 9.6378 | 61.0545 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365735 | 225418 | -158227 | -268776 | -259925 | -536901 |
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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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