Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205714.548 | 33977.9267 | 171736.6213 | 60631.7677 | 46431.9971 | 14199.7706 |
Total P&L (%) | 205.7145 | 33.9779 | 171.7366 | 60.6318 | 46.432 | 14.1998 |
Avg Daily Profit (%) | 0.1984 | 0.0328 | 0.1656 | 0.0457 | 0.0368 | 0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113038 | -125267 | -70294 | -124920 | -73105 | -99183 |
Profit Factor | 1.2454 | 1.0784 | 1.4242 | 1.1064 | 1.1803 | 1.0455 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 54.0284 | 50 | 58.0952 | 54.0284 | 50 | 58.0952 |
Ratio Avg Win / Avg Loss | 1.0597 | 1.0784 | 1.0273 | 0.9414 | 1.1803 | 0.7541 |
Largest Winning Trade | 47749 | 47749 | 36093 | 48729 | 48729 | 23325 |
Largest Losing Trade | -52316 | -28115 | -52316 | -78883 | -22129 | -78883 |
Avg Bars in Trades | 57 | 44 | 71 | 57 | 44 | 71 |
Avg Bars in Winners | 48 | 31 | 62 | 48 | 31 | 62 |
Avg Bars in Losers | 69 | 57 | 83 | 69 | 57 | 83 |
Bars Traded | 12227 | 4720 | 7507 | 12227 | 4720 | 7507 |
Profit Streak | 17.6753 | 27.0086 | 17.6753 | 17.6753 | 27.0086 | 17.6753 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376594 | -285404 | 342430 | -234536 | -166895 | -381693 |
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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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