Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201135.0328 | 168139.6112 | 32995.4215 | 159067.6632 | 159922.856 | -855.1928 |
Total P&L (%) | 201.135 | 168.1396 | 32.9954 | 159.0677 | 159.9229 | -0.8552 |
Avg Daily Profit (%) | 2.317 | 1.9369 | 0.3801 | 1.1026 | 1.1064 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70035 | -41643 | -49516 | -52387 | -28158 | -42677 |
Profit Factor | 1.7897 | 2.4242 | 1.2415 | 1.9027 | 3.0772 | 0.9914 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 37.2449 | 36.7347 | 37.7551 | 37.2449 | 36.7347 | 37.7551 |
Ratio Avg Win / Avg Loss | 3.0156 | 4.1749 | 2.0468 | 3.2059 | 5.2996 | 1.6344 |
Largest Winning Trade | 175905 | 175905 | 75594 | 165170 | 165170 | 40423 |
Largest Losing Trade | -10971 | -5371 | -10971 | -10621 | -4388 | -10621 |
Avg Bars in Trades | 125 | 124 | 127 | 125 | 124 | 127 |
Avg Bars in Winners | 203 | 188 | 218 | 203 | 188 | 218 |
Avg Bars in Losers | 79 | 86 | 72 | 79 | 86 | 72 |
Bars Traded | 24695 | 12164 | 12531 | 24695 | 12164 | 12531 |
Profit Streak | 0.3448 | 0.3448 | 3.4385 | 0.3448 | 0.3448 | 3.4385 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300605 | 264842 | 10802 | 270503 | 294261 | -584853 |
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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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