Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253860.0703 | 55944.9981 | 197915.0722 | 53231.4909 | -86344.4339 | 139575.9248 |
Total P&L (%) | 253.8601 | 55.945 | 197.9151 | 53.2315 | -86.3444 | 139.5759 |
Avg Daily Profit (%) | 0.1702 | 0.0375 | 0.1327 | 0.0286 | -0.1334 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158308 | -119843 | -73931 | -219405 | -206802 | -135396 |
Profit Factor | 1.2732 | 1.116 | 1.4431 | 1.0385 | 0.8795 | 1.2095 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 54.1284 | 49.5413 | 58.7156 | 54.1284 | 49.5413 | 58.7156 |
Ratio Avg Win / Avg Loss | 1.079 | 1.1366 | 1.0146 | 0.8801 | 0.8957 | 0.8504 |
Largest Winning Trade | 51080 | 46062 | 51080 | 78099 | 59243 | 78099 |
Largest Losing Trade | -60511 | -32117 | -60511 | -70992 | -67539 | -70992 |
Avg Bars in Trades | 80 | 68 | 92 | 80 | 68 | 92 |
Avg Bars in Winners | 72 | 52 | 89 | 72 | 52 | 89 |
Avg Bars in Losers | 90 | 83 | 97 | 90 | 83 | 97 |
Bars Traded | 17570 | 7448 | 10122 | 17570 | 7448 | 10122 |
Profit Streak | 16.6578 | 16.6578 | 21.4911 | 16.6578 | 16.6578 | 21.4911 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361107 | -236592 | -13554 | -332873 | -580647 | -115420 |
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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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