Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296696.2785 | 235732.8683 | 60963.4102 | 254370.8203 | 804130.3969 | -549759.5766 |
Total P&L (%) | 296.6963 | 235.7329 | 60.9634 | 254.3708 | 804.1304 | -549.7596 |
Avg Daily Profit (%) | 0.2085 | 0.1656 | 0.0428 | 0.0889 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109391 | -60715 | -71874 | -1371204 | -540027 | -948278 |
Profit Factor | 1.6001 | 1.8693 | 1.2731 | 1.0763 | 1.5378 | 0.7007 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 82.5397 | 85.1064 | 80 | 82.5397 | 85.1064 | 80 |
Ratio Avg Win / Avg Loss | 0.3385 | 0.3271 | 0.3183 | 0.2277 | 0.2691 | 0.1752 |
Largest Winning Trade | 31042 | 31042 | 20563 | 226185 | 226185 | 192625 |
Largest Losing Trade | -62440 | -60715 | -62440 | -766168 | -484771 | -766168 |
Avg Bars in Trades | 39 | 69 | 9 | 39 | 69 | 9 |
Avg Bars in Winners | 12 | 20 | 4 | 12 | 20 | 4 |
Avg Bars in Losers | 164 | 351 | 26 | 164 | 351 | 26 |
Bars Traded | 7385 | 6516 | 869 | 7385 | 6516 | 869 |
Profit Streak | 66.5867 | 84.4201 | 66.5867 | 66.5867 | 84.4201 | 66.5867 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515454 | 500821 | -133338 | -206072 | 480100 | -576075 |
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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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