Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249156.6676 | 42088.734 | 207067.9336 | 44742.1938 | -49907.1359 | 94649.3296 |
Total P&L (%) | 249.1567 | 42.0887 | 207.0679 | 44.7422 | -49.9071 | 94.6493 |
Avg Daily Profit (%) | 0.1671 | 0.0282 | 0.1389 | 0.0248 | -0.0463 | 0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98196 | -64700 | -95145 | -360109 | -171416 | -290893 |
Profit Factor | 1.3113 | 1.1044 | 1.5213 | 1.0296 | 0.9316 | 1.1208 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 70.4225 | 66.9811 | 73.8318 | 70.4225 | 66.9811 | 73.8318 |
Ratio Avg Win / Avg Loss | 0.5508 | 0.5444 | 0.5392 | 0.4324 | 0.4592 | 0.3972 |
Largest Winning Trade | 32695 | 30160 | 32695 | 79753 | 79753 | 60105 |
Largest Losing Trade | -73778 | -35004 | -73778 | -224145 | -108138 | -224145 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 53 | 49 | 59 | 53 | 49 | 59 |
Bars Traded | 5729 | 2629 | 3100 | 5729 | 2629 | 3100 |
Profit Streak | 30.8534 | 30.8534 | 51.1034 | 30.8534 | 30.8534 | 51.1034 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410460 | -261344 | -2945 | -345639 | -577570 | -217629 |
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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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