Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198041.0557 | 134309.2571 | 63731.7987 | 168324.1042 | 255917.6381 | -87593.534 |
Total P&L (%) | 198.0411 | 134.3093 | 63.7318 | 168.3241 | 255.9176 | -87.5935 |
Avg Daily Profit (%) | 0.1901 | 0.1289 | 0.0612 | 0.0948 | 0.122 | -0.2002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102341 | -53096 | -70744 | -547101 | -194713 | -396372 |
Profit Factor | 1.2647 | 1.3517 | 1.174 | 1.0849 | 1.2628 | 0.9132 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 177 | 84 | 93 | 177 | 84 | 93 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 51.1561 | 48.5549 | 53.7572 | 51.1561 | 48.5549 | 53.7572 |
Ratio Avg Win / Avg Loss | 1.2075 | 1.4321 | 1.0099 | 1.0359 | 1.3379 | 0.7855 |
Largest Winning Trade | 50163 | 50163 | 33411 | 180838 | 180838 | 135612 |
Largest Losing Trade | -22452 | -18024 | -22452 | -102920 | -99980 | -102920 |
Avg Bars in Trades | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Winners | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Losers | 56 | 58 | 54 | 56 | 58 | 54 |
Bars Traded | 24709 | 11768 | 12941 | 24709 | 11768 | 12941 |
Profit Streak | 8.0637 | 31.4387 | 0 | 8.0637 | 31.4387 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361368 | -19694 | -139927 | -190919 | -29555 | -579940 |
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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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