Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189955.5713 | 150995.2786 | 38960.2926 | 75779.1655 | 324554.9987 | -248775.8332 |
Total P&L (%) | 189.9556 | 150.9953 | 38.9603 | 75.7792 | 324.555 | -248.7758 |
Avg Daily Profit (%) | 0.1824 | 0.145 | 0.0374 | 0.0542 | 0.1389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256694 | -154058 | -103179 | -2346077 | -1451231 | -909694 |
Profit Factor | 1.2267 | 1.372 | 1.0901 | 1.016 | 1.1366 | 0.8946 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 58.6331 | 57.554 | 59.7122 | 58.6331 | 57.554 | 59.7122 |
Ratio Avg Win / Avg Loss | 0.8654 | 1.0119 | 0.7355 | 0.7168 | 0.8382 | 0.6036 |
Largest Winning Trade | 39103 | 39103 | 27465 | 355308 | 355308 | 304615 |
Largest Losing Trade | -41635 | -30483 | -41635 | -586292 | -586292 | -308093 |
Avg Bars in Trades | 88 | 85 | 92 | 88 | 85 | 92 |
Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Losers | 111 | 108 | 113 | 111 | 108 | 113 |
Bars Traded | 24729 | 11877 | 12852 | 24729 | 11877 | 12852 |
Profit Streak | 15.9152 | 39.9985 | 15.9152 | 15.9152 | 39.9985 | 15.9152 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326974 | 119946 | -266635 | -321538 | -77208 | -579126 |
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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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