Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72726.7569 | 44067.5642 | 28659.1927 | -49413.0292 | 42033.6894 | -91446.7186 |
Total P&L (%) | 72.7268 | 44.0676 | 28.6592 | -49.413 | 42.0337 | -91.4467 |
Avg Daily Profit (%) | 0.2793 | 0.1692 | 0.1101 | -0.2613 | 0.1348 | -0.9397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90857 | -42644 | -90508 | -201169 | -55089 | -199809 |
Profit Factor | 1.2206 | 1.2957 | 1.1587 | 0.908 | 1.2257 | 0.7394 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 78.3654 | 76.9231 | 79.8077 | 78.3654 | 76.9231 | 79.8077 |
Ratio Avg Win / Avg Loss | 0.337 | 0.3887 | 0.2932 | 0.2507 | 0.3677 | 0.1871 |
Largest Winning Trade | 12566 | 8125 | 12566 | 14748 | 14748 | 14009 |
Largest Losing Trade | -86719 | -32087 | -86719 | -189022 | -36395 | -189022 |
Avg Bars in Trades | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Winners | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Losers | 344 | 366 | 320 | 344 | 366 | 320 |
Bars Traded | 24398 | 13448 | 10949 | 24398 | 13448 | 10949 |
Profit Streak | 4.5363 | 5.9217 | 0 | 4.5363 | 5.9217 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355752 | 240561 | -94465 | -577126 | -14314 | -578308 |
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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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