Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350504.3381 | 129589.4914 | 220914.8467 | 70723.2043 | -432472.709 | 503195.9133 |
Total P&L (%) | 350.5043 | 129.5895 | 220.9148 | 70.7232 | -432.4727 | 503.1959 |
Avg Daily Profit (%) | 0.2097 | 0.0775 | 0.1322 | 0.032 | 0 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114327 | -141469 | -93637 | -899967 | -913938 | -628076 |
Profit Factor | 1.376 | 1.2305 | 1.5971 | 1.0177 | 0.8139 | 1.2991 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 107 | 44 | 63 | 107 | 44 | 63 |
Losing Trades | 90 | 55 | 35 | 90 | 55 | 35 |
Profitability (%) | 54.3147 | 44.4444 | 64.2857 | 54.3147 | 44.4444 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1574 | 1.5382 | 0.8873 | 0.856 | 1.0174 | 0.7217 |
Largest Winning Trade | 136997 | 136997 | 33329 | 216810 | 169355 | 216810 |
Largest Losing Trade | -55413 | -49843 | -55413 | -467310 | -332331 | -467310 |
Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Winners | 20 | 25 | 17 | 20 | 25 | 17 |
Avg Bars in Losers | 30 | 34 | 24 | 30 | 34 | 24 |
Bars Traded | 4957 | 2974 | 1983 | 4957 | 2974 | 1983 |
Profit Streak | 54.4722 | 54.4722 | 55.1389 | 54.4722 | 54.4722 | 55.1389 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420962 | -89720 | -13130 | -349472 | -580156 | -47325 |
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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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