Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312101.3774 | 186504.262 | 125597.1154 | -106396.4729 | 125.002 | -106521.475 |
Total P&L (%) | 312.1014 | 186.5043 | 125.5971 | -106.3965 | 0.125 | -106.5215 |
Avg Daily Profit (%) | 0.1729 | 0.1033 | 0.0696 | 0 | 0.0001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148076 | -103414 | -140202 | -105337 | -4683 | -31796 |
Profit Factor | 1.3021 | 1.379 | 1.2322 | 0.2179 | 1.0076 | 0.1099 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 111 | 51 | 60 | 80 | 46 | 34 |
Losing Trades | 80 | 45 | 35 | 111 | 50 | 61 |
Profitability (%) | 58.1152 | 53.125 | 63.1579 | 41.8848 | 47.9167 | 35.7895 |
Ratio Avg Win / Avg Loss | 0.9385 | 1.2168 | 0.7188 | 0.3024 | 1.0953 | 0.1972 |
Largest Winning Trade | 56680 | 56680 | 31205 | 3175 | 3175 | 2999 |
Largest Losing Trade | -102183 | -36183 | -102183 | -78084 | -2029 | -78084 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3392 | 1706 | 1686 | 3392 | 1706 | 1686 |
Profit Streak | 18.0039 | 27.0039 | 0 | 0 | 0 | 35.5039 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313701 | -53582 | -100368 | -582378 | -570891 | -585506 |
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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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