Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202849.4277 | 71485.1287 | 131364.299 | 64691.6243 | 92797.6012 | -28105.9769 |
Total P&L (%) | 202.8494 | 71.4851 | 131.3643 | 64.6916 | 92.7976 | -28.106 |
Avg Daily Profit (%) | 0.1809 | 0.0638 | 0.1172 | 0.0445 | 0.0586 | -0.0294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105122 | -28386 | -113392 | -520469 | -93218 | -583549 |
Profit Factor | 1.3862 | 1.4291 | 1.3663 | 1.0454 | 1.2393 | 0.9729 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 260 | 118 | 142 | 260 | 118 | 142 |
Losing Trades | 125 | 75 | 50 | 125 | 75 | 50 |
Profitability (%) | 67.5325 | 61.1399 | 73.9583 | 67.5325 | 61.1399 | 73.9583 |
Ratio Avg Win / Avg Loss | 0.6664 | 0.9083 | 0.4811 | 0.5026 | 0.7877 | 0.3426 |
Largest Winning Trade | 22863 | 22863 | 21067 | 44897 | 33316 | 44897 |
Largest Losing Trade | -70087 | -18141 | -70087 | -259266 | -39785 | -259266 |
Avg Bars in Trades | 34 | 8 | 60 | 34 | 8 | 60 |
Avg Bars in Winners | 23 | 4 | 38 | 23 | 4 | 38 |
Avg Bars in Losers | 57 | 15 | 122 | 57 | 15 | 122 |
Bars Traded | 13225 | 1653 | 11572 | 13225 | 1653 | 11572 |
Profit Streak | 7.1349 | 7.3016 | 7.1349 | 7.1349 | 7.3016 | 7.1349 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444843 | -104845 | -33055 | -300138 | -112925 | -576072 |
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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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