Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277599.7441 | 279610.3769 | -2010.6328 | -281559.5541 | 2523.5857 | -284083.1398 |
Total P&L (%) | 277.5997 | 279.6104 | -2.0106 | -281.5596 | 2.5236 | -284.0831 |
Avg Daily Profit (%) | 0.149 | 0.15 | -0.0011 | 0 | 0.0013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188381 | -115473 | -195596 | -407486 | -200862 | -342620 |
Profit Factor | 1.2977 | 1.7817 | 0.9965 | 0.6874 | 1.0074 | 0.4924 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 153 | 77 | 76 | 115 | 56 | 59 |
Losing Trades | 39 | 19 | 20 | 77 | 40 | 37 |
Profitability (%) | 79.6875 | 80.2083 | 79.1667 | 59.8958 | 58.3333 | 61.4583 |
Ratio Avg Win / Avg Loss | 0.3308 | 0.4396 | 0.2622 | 0.4602 | 0.7196 | 0.3088 |
Largest Winning Trade | 36760 | 36760 | 33306 | 91593 | 91593 | 34530 |
Largest Losing Trade | -171398 | -70482 | -171398 | -129544 | -66559 | -129544 |
Avg Bars in Trades | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Winners | 26 | 27 | 25 | 40 | 40 | 41 |
Avg Bars in Losers | 177 | 192 | 163 | 80 | 87 | 74 |
Bars Traded | 10934 | 5752 | 5182 | 10934 | 5752 | 5182 |
Profit Streak | 15.403 | 0 | 63.5696 | 0 | 20.2363 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347622 | 420627 | -575428 | -578489 | -569517 | -579590 |
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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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