Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206472.7778 | 167862.9411 | 38609.8367 | -203806.8856 | -29036.4565 | -174770.4291 |
Total P&L (%) | 206.4728 | 167.8629 | 38.6098 | -203.8069 | -29.0365 | -174.7704 |
Avg Daily Profit (%) | 0.1982 | 0.1612 | 0.0371 | 0 | -0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111988 | -60093 | -114556 | -307891 | -66228 | -278841 |
Profit Factor | 1.3227 | 1.6568 | 1.1005 | 0.6995 | 0.8893 | 0.5798 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 210 | 103 | 107 | 58 | 30 | 28 |
Losing Trades | 53 | 28 | 25 | 205 | 101 | 104 |
Profitability (%) | 79.8479 | 78.626 | 81.0606 | 22.0532 | 22.9008 | 21.2121 |
Ratio Avg Win / Avg Loss | 0.3338 | 0.4504 | 0.2571 | 2.4723 | 2.994 | 2.1535 |
Largest Winning Trade | 16138 | 15806 | 16138 | 70254 | 54099 | 70254 |
Largest Losing Trade | -111988 | -37796 | -111988 | -145286 | -11777 | -145286 |
Avg Bars in Trades | 93 | 104 | 83 | 93 | 104 | 83 |
Avg Bars in Winners | 41 | 42 | 40 | 268 | 314 | 218 |
Avg Bars in Losers | 300 | 332 | 265 | 44 | 41 | 46 |
Bars Traded | 24645 | 13655 | 10990 | 24645 | 13655 | 10990 |
Profit Streak | 16.7314 | 16.7314 | 31.3564 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469852 | 464808 | -251819 | -619426 | -617273 | -624713 |
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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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