Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110041.405 | 72060.2706 | 37981.1344 | -30085.6507 | 129760.1972 | -159845.8479 |
Total P&L (%) | 110.0414 | 72.0603 | 37.9811 | -30.0857 | 129.7602 | -159.8458 |
Avg Daily Profit (%) | 0.4226 | 0.2767 | 0.1458 | -0.1373 | 0.3199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95479 | -12170 | -95589 | -385398 | -45636 | -385902 |
Profit Factor | 1.4026 | 2.5432 | 1.1676 | 0.9621 | 2.144 | 0.7652 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 58.8832 | 52.5253 | 65.3061 | 58.8832 | 52.5253 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.9794 | 2.2987 | 0.6203 | 0.6718 | 1.9378 | 0.4065 |
Largest Winning Trade | 17243 | 17243 | 13576 | 40554 | 31238 | 40554 |
Largest Losing Trade | -88286 | -9857 | -88286 | -338129 | -14788 | -338129 |
Avg Bars in Trades | 125 | 26 | 225 | 125 | 26 | 225 |
Avg Bars in Winners | 112 | 27 | 180 | 112 | 27 | 180 |
Avg Bars in Losers | 145 | 25 | 309 | 145 | 25 | 309 |
Bars Traded | 24771 | 2651 | 22120 | 24771 | 2651 | 22120 |
Profit Streak | 0.953 | 4.6613 | 0 | 0.953 | 4.6613 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228459 | 447948 | -38024 | -582999 | 433515 | -580204 |
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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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