Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237095.9571 | -5302.7078 | 242398.6649 | -26600.2155 | -147591.8069 | 120991.5914 |
Total P&L (%) | 237.096 | -5.3027 | 242.3987 | -26.6002 | -147.5918 | 120.9916 |
Avg Daily Profit (%) | 0.1555 | -0.0035 | 0.159 | -0.0203 | 0 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104755 | -118283 | -77833 | -365791 | -214420 | -285181 |
Profit Factor | 1.2761 | 0.9898 | 1.7183 | 0.9841 | 0.8381 | 1.1583 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 60 | 37 | 23 | 60 | 37 | 23 |
Profitability (%) | 69.5431 | 62.2449 | 76.7677 | 69.5431 | 62.2449 | 76.7677 |
Ratio Avg Win / Avg Loss | 0.5589 | 0.6004 | 0.52 | 0.431 | 0.5084 | 0.3506 |
Largest Winning Trade | 35403 | 35403 | 25305 | 65617 | 33990 | 65617 |
Largest Losing Trade | -77833 | -59300 | -77833 | -210231 | -109118 | -210231 |
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 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 2935 | 1533 | 1402 | 2935 | 1533 | 1402 |
Profit Streak | 20.0255 | 20.0255 | 40.0255 | 20.0255 | 20.0255 | 40.0255 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389685 | -578650 | 464840 | -575465 | -578650 | -166294 |
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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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