Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305880.2791 | 221173.1051 | 84707.174 | -104963.0804 | -56007.7786 | -48955.3018 |
Total P&L (%) | 305.8803 | 221.1731 | 84.7072 | -104.9631 | -56.0078 | -48.9553 |
Avg Daily Profit (%) | 0.1581 | 0.1143 | 0.0438 | 0 | -0.0424 | -0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127190 | -130341 | -124810 | -131271 | -58950 | -81061 |
Profit Factor | 1.2877 | 1.3922 | 1.1697 | 0.7041 | 0.6984 | 0.7105 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 107 | 53 | 54 | 92 | 45 | 47 |
Losing Trades | 83 | 42 | 41 | 98 | 50 | 48 |
Profitability (%) | 56.3158 | 55.7895 | 56.8421 | 48.4211 | 47.3684 | 49.4737 |
Ratio Avg Win / Avg Loss | 0.9989 | 1.1033 | 0.8881 | 0.7501 | 0.776 | 0.7256 |
Largest Winning Trade | 79638 | 79638 | 38341 | 25945 | 21649 | 25945 |
Largest Losing Trade | -101759 | -54663 | -101759 | -52851 | -52851 | -38626 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 18 | 16 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 20 | 24 | 17 | 19 | 22 | 17 |
Bars Traded | 3726 | 1913 | 1813 | 3726 | 1913 | 1813 |
Profit Streak | 19.7432 | 19.7432 | 23.2432 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315408 | -38473 | -168564 | -580119 | -581824 | -581005 |
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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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