Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361233.2167 | 277657.5034 | 83575.7133 | 89932.1132 | 264837.1576 | -174905.0444 |
Total P&L (%) | 361.2332 | 277.6575 | 83.5757 | 89.9321 | 264.8372 | -174.905 |
Avg Daily Profit (%) | 0.3523 | 0.2708 | 0.0815 | 0.0626 | 0.1263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214096 | -139662 | -124834 | -297109 | -162723 | -230095 |
Profit Factor | 1.4907 | 1.6869 | 1.2518 | 1.0777 | 1.4707 | 0.7061 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 43.5185 | 41.6667 | 45.3704 | 43.5185 | 41.6667 | 45.3704 |
Ratio Avg Win / Avg Loss | 1.9347 | 2.3616 | 1.5072 | 1.3987 | 2.059 | 0.8502 |
Largest Winning Trade | 197869 | 197869 | 48634 | 246033 | 246033 | 40685 |
Largest Losing Trade | -43369 | -28430 | -43369 | -140892 | -54160 | -140892 |
Avg Bars in Trades | 112 | 104 | 120 | 112 | 104 | 120 |
Avg Bars in Winners | 149 | 144 | 154 | 149 | 144 | 154 |
Avg Bars in Losers | 83 | 75 | 92 | 83 | 75 | 92 |
Bars Traded | 24297 | 11277 | 13020 | 24297 | 11277 | 13020 |
Profit Streak | 10.8071 | 0 | 13.7237 | 10.8071 | 0 | 13.7237 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379370 | 284921 | -83803 | -245198 | -25677 | -581346 |
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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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