Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297553.6771 | 205593.7591 | 91959.918 | 173827.3124 | 167358.9002 | 6468.4122 |
Total P&L (%) | 297.5537 | 205.5938 | 91.9599 | 173.8273 | 167.3589 | 6.4684 |
Avg Daily Profit (%) | 0.2182 | 0.1508 | 0.0674 | 0.0739 | 0.0722 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129636 | -63517 | -78992 | -205568 | -64710 | -181028 |
Profit Factor | 1.4062 | 1.7337 | 1.2033 | 1.1354 | 1.3706 | 1.0078 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 53.7234 | 54.2553 | 53.1915 | 53.7234 | 54.2553 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.2113 | 1.4617 | 1.0589 | 0.978 | 1.1556 | 0.8868 |
Largest Winning Trade | 96435 | 96435 | 50320 | 90453 | 90453 | 72583 |
Largest Losing Trade | -47349 | -23896 | -47349 | -112029 | -52922 | -112029 |
Avg Bars in Trades | 82 | 59 | 106 | 82 | 59 | 106 |
Avg Bars in Winners | 81 | 58 | 104 | 81 | 58 | 104 |
Avg Bars in Losers | 85 | 61 | 108 | 85 | 61 | 108 |
Bars Traded | 15588 | 5608 | 9980 | 15588 | 5608 | 9980 |
Profit Streak | 7.5533 | 0 | 20.47 | 7.5533 | 0 | 20.47 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383589 | 346462 | -102217 | -165359 | -95841 | -564926 |
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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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