Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368374.5497 | 143785.2163 | 224589.3334 | 65281.0494 | 70771.6083 | -5490.5589 |
Total P&L (%) | 368.3746 | 143.7852 | 224.5893 | 65.281 | 70.7716 | -5.4906 |
Avg Daily Profit (%) | 0.2224 | 0.0868 | 0.1356 | 0.0303 | 0.0323 | -0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186458 | -82346 | -131166 | -1049743 | -310370 | -905524 |
Profit Factor | 1.4057 | 1.3193 | 1.4908 | 1.0194 | 1.0494 | 0.9972 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
Profitability (%) | 56.3158 | 47.3684 | 65.2632 | 56.3158 | 47.3684 | 65.2632 |
Ratio Avg Win / Avg Loss | 1.0904 | 1.4658 | 0.7935 | 0.7907 | 1.166 | 0.5308 |
Largest Winning Trade | 81254 | 81254 | 36540 | 252010 | 188480 | 252010 |
Largest Losing Trade | -73755 | -44016 | -73755 | -653460 | -177827 | -653460 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Losers | 31 | 36 | 24 | 31 | 36 | 24 |
Bars Traded | 4859 | 2839 | 2020 | 4859 | 2839 | 2020 |
Profit Streak | 6.8357 | 0 | 21.5024 | 6.8357 | 0 | 21.5024 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407495 | -77928 | -9183 | -350776 | -316916 | -577494 |
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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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