Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331475.5962 | 288735.7022 | 42739.894 | -5729.6611 | 169620.9651 | -175350.6261 |
Total P&L (%) | 331.4756 | 288.7357 | 42.7399 | -5.7297 | 169.621 | -175.3506 |
Avg Daily Profit (%) | 0.1785 | 0.1555 | 0.023 | -0.0032 | 0.0534 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232190 | -222795 | -122878 | -972317 | -755073 | -314131 |
Profit Factor | 1.3363 | 1.649 | 1.0791 | 0.9973 | 1.1599 | 0.8396 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 59.6059 | 62.3762 | 56.8627 | 59.6059 | 62.3762 | 56.8627 |
Ratio Avg Win / Avg Loss | 0.9056 | 0.9946 | 0.8186 | 0.6759 | 0.6996 | 0.637 |
Largest Winning Trade | 70167 | 70167 | 38629 | 198049 | 198049 | 111333 |
Largest Losing Trade | -59985 | -57036 | -59985 | -307821 | -307821 | -164598 |
Avg Bars in Trades | 25 | 41 | 9 | 25 | 41 | 9 |
Avg Bars in Winners | 15 | 19 | 12 | 15 | 19 | 12 |
Avg Bars in Losers | 40 | 79 | 6 | 40 | 79 | 6 |
Bars Traded | 5217 | 4215 | 1002 | 5217 | 4215 | 1002 |
Profit Streak | 144.5749 | 144.5749 | 154.9082 | 144.5749 | 144.5749 | 154.9082 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369258 | 371469 | -296978 | -576597 | -165170 | -578421 |
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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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