Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380753.5646 | 248409.9217 | 132343.6429 | 67905.813 | -818700.4254 | 886606.2384 |
Total P&L (%) | 380.7536 | 248.4099 | 132.3436 | 67.9058 | -818.7004 | 886.6062 |
Avg Daily Profit (%) | 0.2095 | 0.1367 | 0.0728 | 0.0285 | 0 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176794 | -131482 | -80648 | -1683802 | -1432348 | -825350 |
Profit Factor | 1.519 | 1.623 | 1.3952 | 1.0113 | 0.7519 | 1.3285 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 42.2886 | 34.6535 | 50 | 42.2886 | 34.6535 | 50 |
Ratio Avg Win / Avg Loss | 2.073 | 3.0605 | 1.3952 | 1.3802 | 1.4179 | 1.3285 |
Largest Winning Trade | 325403 | 325403 | 61308 | 672129 | 444887 | 672129 |
Largest Losing Trade | -45533 | -24825 | -45533 | -489224 | -420984 | -489224 |
Avg Bars in Trades | 53 | 35 | 71 | 53 | 35 | 71 |
Avg Bars in Winners | 89 | 61 | 109 | 89 | 61 | 109 |
Avg Bars in Losers | 26 | 21 | 34 | 26 | 21 | 34 |
Bars Traded | 10732 | 3557 | 7173 | 10732 | 3557 | 7173 |
Profit Streak | 3.5432 | 14.8766 | 3.5432 | 3.5432 | 14.8766 | 3.5432 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307415 | -12677 | -95981 | -364694 | -584291 | -25025 |
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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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