Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323803.3137 | 100570.0514 | 223233.2622 | 118636.8065 | -28663.0992 | 147299.9056 |
Total P&L (%) | 323.8033 | 100.5701 | 223.2333 | 118.6368 | -28.6631 | 147.2999 |
Avg Daily Profit (%) | 0.2174 | 0.0675 | 0.1498 | 0.0525 | -0.0227 | 0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237202 | -88945 | -184162 | -436756 | -290868 | -369067 |
Profit Factor | 1.3784 | 1.2726 | 1.4585 | 1.0841 | 0.9556 | 1.1925 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 49.5098 | 50 | 49.0196 | 49.5098 | 50 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4057 | 1.2726 | 1.5168 | 1.1055 | 0.9556 | 1.2402 |
Largest Winning Trade | 56748 | 56748 | 46532 | 142817 | 93606 | 142817 |
Largest Losing Trade | -71476 | -33730 | -71476 | -226423 | -151698 | -226423 |
Avg Bars in Trades | 86 | 58 | 113 | 86 | 58 | 113 |
Avg Bars in Winners | 95 | 57 | 133 | 95 | 57 | 133 |
Avg Bars in Losers | 77 | 59 | 94 | 77 | 59 | 94 |
Bars Traded | 17597 | 5978 | 11619 | 17597 | 5978 | 11619 |
Profit Streak | 27.9197 | 28.1697 | 27.9197 | 27.9197 | 28.1697 | 27.9197 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367918 | -102620 | 325039 | -248949 | -580519 | -120607 |
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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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