Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301739.8446 | 214760.6823 | 86979.1623 | -82087.7649 | 85364.9973 | -167452.7622 |
Total P&L (%) | 301.7398 | 214.7607 | 86.9792 | -82.0878 | 85.365 | -167.4528 |
Avg Daily Profit (%) | 0.212 | 0.1509 | 0.0611 | -0.1207 | 0.0434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106567 | -62388 | -100608 | -246477 | -99772 | -274207 |
Profit Factor | 1.4692 | 1.7434 | 1.2455 | 0.9022 | 1.2691 | 0.6793 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 65.1282 | 68.0412 | 62.2449 | 65.1282 | 68.0412 | 62.2449 |
Ratio Avg Win / Avg Loss | 0.7866 | 0.8189 | 0.7555 | 0.4831 | 0.5961 | 0.412 |
Largest Winning Trade | 49420 | 45595 | 49420 | 30498 | 29036 | 30498 |
Largest Losing Trade | -94844 | -62002 | -94844 | -201265 | -66011 | -201265 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Losers | 29 | 34 | 25 | 29 | 34 | 25 |
Bars Traded | 4158 | 2371 | 1787 | 4158 | 2371 | 1787 |
Profit Streak | 11.8054 | 0 | 14.8054 | 11.8054 | 0 | 14.8054 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398196 | 371789 | -111081 | -576891 | -134154 | -578617 |
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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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