Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218900.9135 | 20655.7215 | 198245.192 | 165629.2827 | 34186.3302 | 131442.9525 |
Total P&L (%) | 218.9009 | 20.6557 | 198.2452 | 165.6293 | 34.1863 | 131.443 |
Avg Daily Profit (%) | 0.2104 | 0.0199 | 0.1906 | 0.094 | 0.0283 | 0.0807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129772 | -159883 | -39700 | -163640 | -157370 | -74488 |
Profit Factor | 1.305 | 1.0473 | 1.7061 | 1.2139 | 1.0784 | 1.3885 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 63.4259 | 56.4815 | 70.3704 | 63.4259 | 56.4815 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.7525 | 0.8069 | 0.7184 | 0.7 | 0.8309 | 0.5846 |
Largest Winning Trade | 45006 | 45006 | 19290 | 46929 | 46929 | 33048 |
Largest Losing Trade | -37394 | -27997 | -37394 | -42662 | -38318 | -42662 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 6173 | 3281 | 2892 | 6173 | 3281 | 2892 |
Profit Streak | 20.7668 | 61.7668 | 20.7668 | 20.7668 | 61.7668 | 20.7668 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389544 | -340808 | 431364 | -64967 | -291617 | -82250 |
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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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