Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269335.0827 | 89383.3701 | 179951.7127 | -61956.1763 | 86965.3827 | -148921.559 |
Total P&L (%) | 269.3351 | 89.3834 | 179.9517 | -61.9562 | 86.9654 | -148.9216 |
Avg Daily Profit (%) | 0.1815 | 0.0602 | 0.1213 | -0.0651 | 0.0422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118484 | -115552 | -103568 | -471662 | -149237 | -477163 |
Profit Factor | 1.294 | 1.2014 | 1.3811 | 0.952 | 1.1724 | 0.8105 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 62.7907 | 59.2593 | 66.3551 | 62.7907 | 59.2593 | 66.3551 |
Ratio Avg Win / Avg Loss | 0.7668 | 0.826 | 0.7003 | 0.5641 | 0.806 | 0.411 |
Largest Winning Trade | 70112 | 70112 | 29121 | 168843 | 168843 | 60978 |
Largest Losing Trade | -91542 | -36684 | -91542 | -413869 | -76538 | -413869 |
Avg Bars in Trades | 82 | 87 | 76 | 82 | 87 | 76 |
Avg Bars in Winners | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Losers | 132 | 137 | 126 | 132 | 137 | 126 |
Bars Traded | 17644 | 9425 | 8219 | 17644 | 9425 | 8219 |
Profit Streak | 15.6021 | 24.0188 | 15.6021 | 15.6021 | 24.0188 | 15.6021 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364062 | -112713 | -29771 | -576508 | -167147 | -578346 |
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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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