Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163254.281 | 106087.3623 | 57166.9187 | 82929.0147 | 13130.9948 | 69798.0198 |
Total P&L (%) | 163.2543 | 106.0874 | 57.1669 | 82.929 | 13.131 | 69.798 |
Avg Daily Profit (%) | 0.1567 | 0.1018 | 0.0549 | 0.058 | 0.0118 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115221 | -125872 | -18250 | -572020 | -601960 | -95186 |
Profit Factor | 1.2749 | 1.2244 | 1.4724 | 1.0379 | 1.0075 | 1.1568 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 283 | 150 | 133 | 283 | 150 | 133 |
Losing Trades | 86 | 34 | 52 | 86 | 34 | 52 |
Profitability (%) | 76.6938 | 81.5217 | 71.8919 | 76.6938 | 81.5217 | 71.8919 |
Ratio Avg Win / Avg Loss | 0.3874 | 0.2775 | 0.5757 | 0.3154 | 0.2284 | 0.4523 |
Largest Winning Trade | 40298 | 40298 | 7715 | 153844 | 153844 | 21139 |
Largest Losing Trade | -42393 | -42393 | -12762 | -185831 | -185831 | -76529 |
Avg Bars in Trades | 64 | 122 | 6 | 64 | 122 | 6 |
Avg Bars in Winners | 19 | 34 | 3 | 19 | 34 | 3 |
Avg Bars in Losers | 211 | 513 | 14 | 211 | 513 | 14 |
Bars Traded | 23833 | 22567 | 1266 | 23833 | 22567 | 1266 |
Profit Streak | 19.8839 | 29.3839 | 19.8839 | 19.8839 | 29.3839 | 19.8839 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447178 | -52764 | -116424 | -289090 | -452996 | -170190 |
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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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