Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573003.034 | 359076.041 | 213926.993 | 887964.3422 | -155586.1952 | 1043550.5375 |
Total P&L (%) | 573.003 | 359.076 | 213.927 | 887.9643 | -155.5862 | 1043.5505 |
Avg Daily Profit (%) | 0.3154 | 0.1976 | 0.1177 | 0.1261 | 0 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70145 | -108719 | -54394 | -1080776 | -1002471 | -729586 |
Profit Factor | 1.6989 | 1.7583 | 1.6178 | 1.1072 | 0.9671 | 1.2941 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 71 | 27 | 44 | 71 | 27 | 44 |
Losing Trades | 131 | 74 | 57 | 131 | 74 | 57 |
Profitability (%) | 35.1485 | 26.7327 | 43.5644 | 35.1485 | 26.7327 | 43.5644 |
Ratio Avg Win / Avg Loss | 3.1347 | 4.8191 | 2.0958 | 2.0428 | 2.6507 | 1.6764 |
Largest Winning Trade | 285094 | 285094 | 54549 | 648631 | 648631 | 355070 |
Largest Losing Trade | -21965 | -18602 | -21965 | -200184 | -200184 | -194562 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3437 | 1648 | 1789 | 3437 | 1648 | 1789 |
Profit Streak | 16.8715 | 0 | 19.8715 | 16.8715 | 0 | 19.8715 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301474 | -11250 | -34716 | -129579 | -600185 | -14255 |
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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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