Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194724.4272 | 191554.0387 | 3170.3884 | -5219.1762 | 115133.6922 | -120352.8684 |
Total P&L (%) | 194.7244 | 191.554 | 3.1704 | -5.2192 | 115.1337 | -120.3529 |
Avg Daily Profit (%) | 0.1869 | 0.1839 | 0.003 | -0.0051 | 0.0736 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159555 | -122304 | -96151 | -1339629 | -993528 | -498219 |
Profit Factor | 1.1967 | 1.388 | 1.0064 | 0.9989 | 1.0424 | 0.9463 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Losing Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Profitability (%) | 59.6429 | 62.1429 | 57.1429 | 59.6429 | 62.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.8097 | 0.8456 | 0.7548 | 0.6759 | 0.635 | 0.7097 |
Largest Winning Trade | 30229 | 30229 | 20312 | 275481 | 275481 | 93328 |
Largest Losing Trade | -65398 | -29509 | -65398 | -304599 | -304599 | -161673 |
Avg Bars in Trades | 87 | 95 | 80 | 87 | 95 | 80 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 115 | 138 | 94 | 115 | 138 | 94 |
Bars Traded | 24635 | 13411 | 11224 | 24635 | 13411 | 11224 |
Profit Streak | 22.4648 | 22.4648 | 44.1315 | 22.4648 | 22.4648 | 44.1315 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209759 | 301588 | -567456 | -576597 | -268308 | -578539 |
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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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