Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453745.7991 | 339636.7832 | 114109.0159 | 211126.7737 | 43534.1743 | 167592.5994 |
Total P&L (%) | 453.7458 | 339.6368 | 114.109 | 211.1268 | 43.5342 | 167.5926 |
Avg Daily Profit (%) | 0.2085 | 0.156 | 0.0524 | 0.0522 | 0.0166 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155150 | -110033 | -164147 | -171287 | -138494 | -101752 |
Profit Factor | 1.4554 | 1.6379 | 1.246 | 1.2263 | 1.0763 | 1.4624 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 50.7317 | 50.9804 | 50.4854 | 50.7317 | 50.9804 | 50.4854 |
Ratio Avg Win / Avg Loss | 1.4135 | 1.5749 | 1.222 | 1.1909 | 1.0349 | 1.4343 |
Largest Winning Trade | 157367 | 157367 | 48459 | 95654 | 95654 | 67721 |
Largest Losing Trade | -53278 | -53278 | -40528 | -134837 | -134837 | -37178 |
Avg Bars in Trades | 61 | 84 | 38 | 61 | 84 | 38 |
Avg Bars in Winners | 73 | 89 | 58 | 73 | 89 | 58 |
Avg Bars in Losers | 49 | 79 | 19 | 49 | 79 | 19 |
Bars Traded | 12623 | 8613 | 4010 | 12623 | 8613 | 4010 |
Profit Streak | 24.2731 | 0 | 59.1064 | 24.2731 | 0 | 59.1064 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375819 | 366895 | -121975 | -121915 | -309343 | -130245 |
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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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