Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184066.2249 | 165570.9987 | 18495.2262 | 69512.3506 | 238675.4217 | -169163.0711 |
Total P&L (%) | 184.0662 | 165.571 | 18.4952 | 69.5124 | 238.6754 | -169.1631 |
Avg Daily Profit (%) | 0.1767 | 0.1589 | 0.0178 | 0.0507 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102615 | -65187 | -103833 | -339398 | -208347 | -361519 |
Profit Factor | 1.1898 | 1.3661 | 1.0357 | 1.0285 | 1.2157 | 0.8733 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 201 | 102 | 99 | 201 | 102 | 99 |
Losing Trades | 197 | 97 | 100 | 197 | 97 | 100 |
Profitability (%) | 50.5025 | 51.2563 | 49.7487 | 50.5025 | 51.2563 | 49.7487 |
Ratio Avg Win / Avg Loss | 1.1661 | 1.2992 | 1.0462 | 1.008 | 1.1561 | 0.8822 |
Largest Winning Trade | 62283 | 62283 | 40400 | 162093 | 162093 | 89979 |
Largest Losing Trade | -37337 | -21241 | -37337 | -170732 | -76433 | -170732 |
Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
Avg Bars in Winners | 59 | 52 | 68 | 59 | 52 | 68 |
Avg Bars in Losers | 64 | 62 | 66 | 64 | 62 | 66 |
Bars Traded | 24693 | 11336 | 13357 | 24693 | 11336 | 13357 |
Profit Streak | 2.0293 | 0 | 9.6126 | 2.0293 | 0 | 9.6126 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4246 | 302661 | -356754 | -314385 | -36353 | -579281 |
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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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