Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443331.5197 | 392478.6554 | 50852.8643 | 212398.6577 | 240575.6847 | -28177.027 |
Total P&L (%) | 443.3315 | 392.4787 | 50.8529 | 212.3987 | 240.5757 | -28.177 |
Avg Daily Profit (%) | 0.2497 | 0.221 | 0.0286 | 0.0642 | 0.069 | -0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147587 | -68555 | -135572 | -354406 | -225511 | -286679 |
Profit Factor | 1.5625 | 2.4281 | 1.0991 | 1.1361 | 1.439 | 0.9722 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 47.6684 | 46.3918 | 48.9583 | 47.6684 | 46.3918 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.7153 | 2.8058 | 1.1458 | 1.2473 | 1.6629 | 1.0135 |
Largest Winning Trade | 166238 | 166238 | 80566 | 237913 | 186697 | 237913 |
Largest Losing Trade | -56112 | -33338 | -56112 | -149907 | -97422 | -149907 |
Avg Bars in Trades | 108 | 91 | 126 | 108 | 91 | 126 |
Avg Bars in Winners | 168 | 141 | 193 | 168 | 141 | 193 |
Avg Bars in Losers | 54 | 47 | 62 | 54 | 47 | 62 |
Bars Traded | 21025 | 8868 | 12157 | 21025 | 8868 | 12157 |
Profit Streak | 20.0134 | 35.8468 | 0 | 20.0134 | 35.8468 | 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 | 414139 | 405785 | -268169 | -177377 | -99861 | -579814 |
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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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