Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285215.1788 | 241236.7607 | 43978.418 | 112579.1893 | 123947.5999 | -11368.4107 |
Total P&L (%) | 285.2152 | 241.2368 | 43.9784 | 112.5792 | 123.9476 | -11.3684 |
Avg Daily Profit (%) | 0.2738 | 0.2316 | 0.0422 | 0.0724 | 0.0774 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161966 | -118890 | -62651 | -520871 | -442357 | -186989 |
Profit Factor | 1.3891 | 1.564 | 1.144 | 1.0684 | 1.1286 | 0.9833 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 63.7755 | 61.2245 | 66.3265 | 63.7755 | 61.2245 | 66.3265 |
Ratio Avg Win / Avg Loss | 0.789 | 0.9906 | 0.5808 | 0.6069 | 0.7148 | 0.4992 |
Largest Winning Trade | 83862 | 83862 | 26967 | 133618 | 133618 | 78999 |
Largest Losing Trade | -59493 | -59493 | -36719 | -222337 | -222337 | -108906 |
Avg Bars in Trades | 124 | 189 | 59 | 124 | 189 | 59 |
Avg Bars in Winners | 77 | 106 | 51 | 77 | 106 | 51 |
Avg Bars in Losers | 206 | 320 | 74 | 206 | 320 | 74 |
Bars Traded | 24380 | 18567 | 5813 | 24380 | 18567 | 5813 |
Profit Streak | 17.6149 | 0 | 17.8232 | 17.6149 | 0 | 17.8232 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381326 | 327025 | -199475 | -239808 | -169180 | -578110 |
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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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