Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282127.9869 | 290883.9832 | -8755.9963 | -47315.7943 | -267696.2409 | 220380.4467 |
Total P&L (%) | 282.128 | 290.884 | -8.756 | -47.3158 | -267.6962 | 220.3804 |
Avg Daily Profit (%) | 0.1476 | 0.1521 | -0.0046 | -0.0335 | 0 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179049 | -198758 | -121547 | -927387 | -927189 | -153128 |
Profit Factor | 1.2662 | 1.4059 | 0.9745 | 0.9795 | 0.8541 | 1.4697 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 188 | 99 | 89 | 188 | 99 | 89 |
Losing Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Profitability (%) | 69.1176 | 72.7941 | 65.4412 | 69.1176 | 72.7941 | 65.4412 |
Ratio Avg Win / Avg Loss | 0.5657 | 0.5254 | 0.5146 | 0.4376 | 0.3192 | 0.7762 |
Largest Winning Trade | 49907 | 49907 | 26314 | 103785 | 101614 | 103785 |
Largest Losing Trade | -71887 | -71887 | -63045 | -332264 | -332264 | -75172 |
Avg Bars in Trades | 20 | 37 | 3 | 20 | 37 | 3 |
Avg Bars in Winners | 8 | 14 | 2 | 8 | 14 | 2 |
Avg Bars in Losers | 47 | 100 | 5 | 47 | 100 | 5 |
Bars Traded | 5642 | 5129 | 513 | 5642 | 5129 | 513 |
Profit Streak | 16.7862 | 0 | 141.1196 | 16.7862 | 0 | 141.1196 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248283 | 325356 | -577151 | -576026 | -578016 | -108505 |
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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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