Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363617.9071 | 169039.8925 | 194578.0145 | -159260.0908 | 207840.7122 | -367100.8031 |
Total P&L (%) | 363.6179 | 169.0399 | 194.578 | -159.2601 | 207.8407 | -367.1008 |
Avg Daily Profit (%) | 0.219 | 0.1018 | 0.1172 | 0 | 0.0677 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203585 | -70091 | -134980 | -680371 | -67722 | -677728 |
Profit Factor | 1.3909 | 1.3848 | 1.3964 | 0.8833 | 1.5155 | 0.6181 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 106 | 50 | 56 | 84 | 45 | 39 |
Losing Trades | 82 | 44 | 38 | 104 | 49 | 55 |
Profitability (%) | 56.383 | 53.1915 | 59.5745 | 44.6809 | 47.8723 | 41.4894 |
Ratio Avg Win / Avg Loss | 1.076 | 1.2186 | 0.9476 | 1.0936 | 1.6502 | 0.8717 |
Largest Winning Trade | 76473 | 76473 | 43377 | 160034 | 122948 | 160034 |
Largest Losing Trade | -109793 | -59814 | -109793 | -439170 | -43871 | -439170 |
Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Winners | 23 | 26 | 19 | 30 | 38 | 21 |
Avg Bars in Losers | 29 | 35 | 22 | 21 | 23 | 20 |
Bars Traded | 4857 | 2902 | 1955 | 4857 | 2902 | 1955 |
Profit Streak | 11.0183 | 0 | 25.0183 | 0 | 17.3516 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401515 | -56373 | -35335 | -579917 | -100548 | -584113 |
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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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