Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207786.48 | 99267.4968 | 108518.9832 | 303894.8359 | 216271.8539 | 87622.9819 |
Total P&L (%) | 207.7865 | 99.2675 | 108.519 | 303.8948 | 216.2719 | 87.623 |
Avg Daily Profit (%) | 0.2245 | 0.1072 | 0.1172 | 0.1509 | 0.1245 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89154 | -66219 | -89407 | -161456 | -85906 | -136916 |
Profit Factor | 1.3971 | 1.3978 | 1.3965 | 1.4412 | 1.655 | 1.2443 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 52.6882 | 51.6129 | 53.7634 | 52.6882 | 51.6129 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.2546 | 1.3104 | 1.201 | 1.2941 | 1.5516 | 1.0701 |
Largest Winning Trade | 25818 | 25818 | 25285 | 82962 | 82962 | 60632 |
Largest Losing Trade | -16897 | -15038 | -16897 | -81548 | -59901 | -81548 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 3467 | 1639 | 1828 | 3467 | 1639 | 1828 |
Profit Streak | 14.59 | 0 | 22.09 | 14.59 | 0 | 22.09 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385130 | -48971 | -34330 | 372200 | -23549 | -100895 |
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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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