Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273614.5067 | 86260.0678 | 187354.4389 | -58372.6237 | 190565.8603 | -248938.484 |
Total P&L (%) | 273.6145 | 86.2601 | 187.3544 | -58.3726 | 190.5659 | -248.9385 |
Avg Daily Profit (%) | 0.1853 | 0.0584 | 0.1269 | -0.0593 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114628 | -156859 | -102866 | -742278 | -195557 | -749353 |
Profit Factor | 1.3084 | 1.1754 | 1.4737 | 0.9647 | 1.2916 | 0.7506 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 58.7302 | 52.1277 | 65.2632 | 58.7302 | 52.1277 | 65.2632 |
Ratio Avg Win / Avg Loss | 0.9194 | 1.0794 | 0.7844 | 0.6779 | 1.1862 | 0.3995 |
Largest Winning Trade | 80765 | 80765 | 30908 | 256066 | 256066 | 102436 |
Largest Losing Trade | -92529 | -32845 | -92529 | -668757 | -124409 | -668757 |
Avg Bars in Trades | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 131 | 132 | 129 | 131 | 132 | 129 |
Bars Traded | 17596 | 9230 | 8366 | 17596 | 9230 | 8366 |
Profit Streak | 10.8587 | 19.692 | 10.8587 | 10.8587 | 19.692 | 10.8587 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330485 | -141989 | -21548 | -577561 | -95890 | -578178 |
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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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