Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226109.7964 | 189633.5706 | 36476.2258 | -47996.9587 | -28059.0898 | -19937.8689 |
Total P&L (%) | 226.1098 | 189.6336 | 36.4762 | -47.997 | -28.0591 | -19.9379 |
Avg Daily Profit (%) | 0.166 | 0.1392 | 0.0268 | -0.048 | -0.0242 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183039 | -159892 | -50280 | -237422 | -189683 | -63460 |
Profit Factor | 1.2673 | 1.2884 | 1.1935 | 0.9368 | 0.9517 | 0.8877 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 54.7739 | 51.5152 | 58 | 54.7739 | 51.5152 | 58 |
Ratio Avg Win / Avg Loss | 1.0464 | 1.2126 | 0.8643 | 0.7735 | 0.8957 | 0.6428 |
Largest Winning Trade | 155724 | 155724 | 11154 | 100418 | 100418 | 13405 |
Largest Losing Trade | -54448 | -54448 | -15595 | -81262 | -81262 | -16785 |
Avg Bars in Trades | 39 | 74 | 6 | 39 | 74 | 6 |
Avg Bars in Winners | 29 | 54 | 6 | 29 | 54 | 6 |
Avg Bars in Losers | 52 | 94 | 5 | 52 | 94 | 5 |
Bars Traded | 7958 | 7339 | 620 | 7958 | 7339 | 620 |
Profit Streak | 22.2606 | 22.9273 | 22.2606 | 22.2606 | 22.9273 | 22.2606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357083 | -6674 | -167390 | -578073 | -580324 | -579202 |
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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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