Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392160.858 | 294705.5323 | 97455.3256 | 105782.5787 | 34237.6717 | 71544.9071 |
Total P&L (%) | 392.1609 | 294.7055 | 97.4553 | 105.7826 | 34.2377 | 71.5449 |
Avg Daily Profit (%) | 0.3836 | 0.2883 | 0.0953 | 0.0706 | 0.0288 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193746 | -182183 | -38512 | -351473 | -330446 | -72050 |
Profit Factor | 1.4857 | 1.5451 | 1.3653 | 1.0821 | 1.0418 | 1.1526 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 58.2915 | 53.5354 | 63 | 58.2915 | 53.5354 | 63 |
Ratio Avg Win / Avg Loss | 1.063 | 1.341 | 0.8018 | 0.7743 | 0.9042 | 0.6769 |
Largest Winning Trade | 198604 | 198604 | 15171 | 82674 | 82674 | 33118 |
Largest Losing Trade | -70716 | -70716 | -28382 | -88084 | -88084 | -56272 |
Avg Bars in Trades | 117 | 192 | 43 | 117 | 192 | 43 |
Avg Bars in Winners | 85 | 132 | 46 | 85 | 132 | 46 |
Avg Bars in Losers | 161 | 261 | 37 | 161 | 261 | 37 |
Bars Traded | 23360 | 19040 | 4320 | 23360 | 19040 | 4320 |
Profit Streak | 16.322 | 0 | 226.2387 | 16.322 | 0 | 226.2387 |
Trades During Streak | 1 | 0 | 12 | 1 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471641 | 364517 | -63922 | -227843 | -333206 | -173792 |
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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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