Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378505.9664 | 153939.5427 | 224566.4237 | -131674.9293 | 729706.2451 | -861381.1744 |
Total P&L (%) | 378.506 | 153.9395 | 224.5664 | -131.6749 | 729.7062 | -861.3812 |
Avg Daily Profit (%) | 0.2542 | 0.1034 | 0.1508 | 0 | 0.1422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152908 | -109336 | -111267 | -1891171 | -631594 | -2001746 |
Profit Factor | 1.4377 | 1.365 | 1.5069 | 0.9761 | 1.3752 | 0.7582 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 125 | 56 | 69 | 120 | 54 | 66 |
Losing Trades | 72 | 43 | 29 | 77 | 45 | 32 |
Profitability (%) | 63.4518 | 56.5657 | 70.4082 | 60.9137 | 54.5455 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.8281 | 1.0482 | 0.6333 | 0.6263 | 1.146 | 0.3676 |
Largest Winning Trade | 85840 | 85840 | 35549 | 670909 | 670909 | 242622 |
Largest Losing Trade | -103184 | -34045 | -103184 | -1447665 | -283677 | -1447665 |
Avg Bars in Trades | 89 | 91 | 87 | 89 | 91 | 87 |
Avg Bars in Winners | 58 | 57 | 59 | 70 | 73 | 68 |
Avg Bars in Losers | 143 | 136 | 154 | 118 | 113 | 126 |
Bars Traded | 17656 | 9104 | 8552 | 17656 | 9104 | 8552 |
Profit Streak | 4.8095 | 5.3095 | 0 | 0 | 0 | 12.8095 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383608 | -53223 | 342446 | -578331 | -1964 | -577933 |
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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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