Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227051.6927 | -15346.9722 | 242398.6649 | -33972.6839 | -142811.56 | 108838.8761 |
Total P&L (%) | 227.0517 | -15.347 | 242.3987 | -33.9727 | -142.8116 | 108.8389 |
Avg Daily Profit (%) | 0.1489 | -0.0101 | 0.159 | -0.0272 | 0 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104755 | -118283 | -77833 | -329050 | -192883 | -256536 |
Profit Factor | 1.2614 | 0.9711 | 1.7183 | 0.9776 | 0.828 | 1.1583 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 61 | 38 | 23 | 61 | 38 | 23 |
Profitability (%) | 69.1919 | 61.6162 | 76.7677 | 69.1919 | 61.6162 | 76.7677 |
Ratio Avg Win / Avg Loss | 0.5616 | 0.605 | 0.52 | 0.4353 | 0.5158 | 0.3506 |
Largest Winning Trade | 35403 | 35403 | 25305 | 59027 | 30576 | 59027 |
Largest Losing Trade | -77833 | -59300 | -77833 | -189115 | -98157 | -189115 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 2957 | 1555 | 1402 | 2957 | 1555 | 1402 |
Profit Streak | 19.9653 | 19.9653 | 39.9653 | 19.9653 | 19.9653 | 39.9653 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332174 | -578728 | 464845 | -575505 | -578728 | -171243 |
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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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