Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322459.961 | 176909.785 | 145550.176 | -60926.2254 | -24303.4303 | -36622.7951 |
Total P&L (%) | 322.46 | 176.9098 | 145.5502 | -60.9262 | -24.3034 | -36.6228 |
Avg Daily Profit (%) | 0.1948 | 0.1069 | 0.0879 | -0.0568 | -0.0168 | -0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214876 | -127490 | -105933 | -448529 | -248444 | -263668 |
Profit Factor | 1.2521 | 1.2673 | 1.2357 | 0.9666 | 0.974 | 0.9588 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 51.5306 | 44.898 | 58.1633 | 51.5306 | 44.898 | 58.1633 |
Ratio Avg Win / Avg Loss | 1.1777 | 1.5553 | 0.8889 | 0.9092 | 1.1953 | 0.6896 |
Largest Winning Trade | 185726 | 185726 | 36598 | 131708 | 131708 | 77224 |
Largest Losing Trade | -58254 | -49713 | -58254 | -130832 | -95873 | -130832 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3249 | 1622 | 1627 | 3249 | 1622 | 1627 |
Profit Streak | 19.4919 | 27.9919 | 19.4919 | 19.4919 | 27.9919 | 19.4919 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357674 | -50744 | -75919 | -578210 | -580569 | -579177 |
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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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