Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197898.1413 | 144152.7023 | 53745.439 | 207255.0913 | 198738.9808 | 8516.1104 |
Total P&L (%) | 197.8981 | 144.1527 | 53.7454 | 207.2551 | 198.739 | 8.5161 |
Avg Daily Profit (%) | 0.38 | 0.2768 | 0.1032 | 0.2158 | 0.2103 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49494 | -45354 | -42577 | -223300 | -126445 | -186675 |
Profit Factor | 1.4366 | 1.6277 | 1.2404 | 1.1584 | 1.2945 | 1.0134 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 52.2727 | 50.9091 | 53.6364 | 52.2727 | 50.9091 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.3117 | 1.5695 | 1.0722 | 1.0577 | 1.2482 | 0.876 |
Largest Winning Trade | 105655 | 105655 | 26439 | 164657 | 164657 | 59131 |
Largest Losing Trade | -21975 | -21113 | -21975 | -66037 | -66037 | -61678 |
Avg Bars in Trades | 112 | 106 | 117 | 112 | 106 | 117 |
Avg Bars in Winners | 137 | 124 | 150 | 137 | 124 | 150 |
Avg Bars in Losers | 84 | 88 | 79 | 84 | 88 | 79 |
Bars Traded | 24672 | 11764 | 12908 | 24672 | 11764 | 12908 |
Profit Streak | 6.4504 | 6.4504 | 8.3046 | 6.4504 | 6.4504 | 8.3046 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436324 | 408143 | -56267 | -36475 | 278567 | -544752 |
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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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