Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298770.9428 | 38726.7843 | 260044.1585 | 240669.8726 | -371115.8947 | 611785.7673 |
Total P&L (%) | 298.7709 | 38.7268 | 260.0442 | 240.6699 | -371.1159 | 611.7858 |
Avg Daily Profit (%) | 0.1969 | 0.0255 | 0.1714 | 0.0808 | 0 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133944 | -100344 | -57820 | -1119051 | -932137 | -550303 |
Profit Factor | 1.356 | 1.0762 | 1.7865 | 1.0471 | 0.8792 | 1.2995 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 99 | 38 | 61 | 99 | 38 | 61 |
Losing Trades | 88 | 56 | 32 | 88 | 56 | 32 |
Profitability (%) | 52.9412 | 40.4255 | 65.5914 | 52.9412 | 40.4255 | 65.5914 |
Ratio Avg Win / Avg Loss | 1.2054 | 1.5859 | 0.9372 | 0.9307 | 1.2956 | 0.6817 |
Largest Winning Trade | 54080 | 54080 | 41438 | 307915 | 307915 | 204078 |
Largest Losing Trade | -30863 | -30863 | -28800 | -346489 | -265078 | -346489 |
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 | 3018 | 1516 | 1502 | 3018 | 1516 | 1502 |
Profit Streak | 17.0741 | 25.0741 | 0 | 17.0741 | 25.0741 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368256 | -299968 | 369276 | -253281 | -582317 | -19151 |
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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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