Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313855.4957 | 295669.4325 | 18186.0632 | -30240.486 | 62117.9132 | -92358.3992 |
Total P&L (%) | 313.8555 | 295.6694 | 18.1861 | -30.2405 | 62.1179 | -92.3584 |
Avg Daily Profit (%) | 0.1765 | 0.1662 | 0.0102 | -0.0202 | 0.0272 | -0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190466 | -121863 | -161279 | -1313602 | -1016269 | -1002021 |
Profit Factor | 1.2594 | 1.5683 | 1.0264 | 0.9928 | 1.0342 | 0.9613 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 49.2228 | 45.8333 | 52.5773 | 49.2228 | 45.8333 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.2992 | 1.8535 | 0.9257 | 1.0242 | 1.2222 | 0.867 |
Largest Winning Trade | 107276 | 107276 | 46249 | 337872 | 308692 | 337872 |
Largest Losing Trade | -50824 | -25002 | -50824 | -494133 | -287980 | -494133 |
Avg Bars in Trades | 108 | 111 | 106 | 108 | 111 | 106 |
Avg Bars in Winners | 131 | 125 | 136 | 131 | 125 | 136 |
Avg Bars in Losers | 87 | 99 | 74 | 87 | 99 | 74 |
Bars Traded | 21036 | 10676 | 10360 | 21036 | 10676 | 10360 |
Profit Streak | 11.4415 | 0 | 12.7748 | 11.4415 | 0 | 12.7748 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309495 | 296955 | -379803 | -577770 | -341977 | -580127 |
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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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