Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328870.801 | 135680.8168 | 193189.9841 | 12617.489 | -366148.7501 | 378766.2391 |
Total P&L (%) | 328.8708 | 135.6808 | 193.19 | 12.6175 | -366.1488 | 378.7662 |
Avg Daily Profit (%) | 0.2051 | 0.0846 | 0.1205 | 0.0074 | 0 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167825 | -98495 | -138775 | -722872 | -705484 | -335382 |
Profit Factor | 1.4097 | 1.2883 | 1.5819 | 1.0053 | 0.7697 | 1.4802 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 124 | 54 | 70 | 124 | 54 | 70 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 59.6154 | 51.9231 | 67.3077 | 59.6154 | 51.9231 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.955 | 1.1928 | 0.7684 | 0.681 | 0.7127 | 0.7189 |
Largest Winning Trade | 47192 | 47192 | 22543 | 176461 | 176461 | 88976 |
Largest Losing Trade | -90297 | -47438 | -90297 | -265804 | -265804 | -178912 |
Avg Bars in Trades | 89 | 88 | 91 | 89 | 88 | 91 |
Avg Bars in Winners | 75 | 68 | 81 | 75 | 68 | 81 |
Avg Bars in Losers | 110 | 109 | 113 | 110 | 109 | 113 |
Bars Traded | 18709 | 9157 | 9552 | 18709 | 9157 | 9552 |
Profit Streak | 30.8671 | 32.2005 | 30.8671 | 30.8671 | 32.2005 | 30.8671 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363162 | -79478 | -29267 | -480294 | -580265 | -60242 |
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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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