Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307303.1646 | 242010.7116 | 65292.453 | 286486.9509 | 866396.6018 | -579909.6508 |
Total P&L (%) | 307.3032 | 242.0107 | 65.2925 | 286.487 | 866.3966 | -579.9097 |
Avg Daily Profit (%) | 0.2173 | 0.1711 | 0.0462 | 0.0956 | 0.1605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104382 | -61902 | -70678 | -1453486 | -575039 | -1005006 |
Profit Factor | 1.6186 | 1.8876 | 1.2913 | 1.0803 | 1.5402 | 0.7049 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 82.0513 | 84.5361 | 79.5918 | 82.0513 | 84.5361 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.3541 | 0.3453 | 0.3311 | 0.2363 | 0.2817 | 0.1808 |
Largest Winning Trade | 31042 | 31042 | 20563 | 240849 | 240849 | 205114 |
Largest Losing Trade | -62440 | -61902 | -62440 | -815842 | -516200 | -815842 |
Avg Bars in Trades | 37 | 67 | 8 | 37 | 67 | 8 |
Avg Bars in Winners | 12 | 19 | 4 | 12 | 19 | 4 |
Avg Bars in Losers | 155 | 327 | 25 | 155 | 327 | 25 |
Bars Traded | 7384 | 6522 | 863 | 7384 | 6522 | 863 |
Profit Streak | 61.1817 | 79.015 | 61.1817 | 61.1817 | 79.015 | 61.1817 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509031 | 502374 | -128552 | -193124 | 480982 | -576119 |
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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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