Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314125.5991 | 318094.6787 | -3969.0796 | -124209.1116 | 28610.4293 | -152819.5409 |
Total P&L (%) | 314.1256 | 318.0947 | -3.9691 | -124.2091 | 28.6104 | -152.8195 |
Avg Daily Profit (%) | 0.1692 | 0.1713 | -0.0021 | 0 | 0.0136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246770 | -85258 | -236087 | -297506 | -165109 | -226464 |
Profit Factor | 1.2514 | 1.6605 | 0.9948 | 0.8892 | 1.0676 | 0.7812 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 115 | 61 | 54 | 101 | 52 | 49 |
Losing Trades | 81 | 37 | 44 | 95 | 46 | 49 |
Profitability (%) | 58.6735 | 62.2449 | 55.102 | 51.5306 | 53.0612 | 50 |
Ratio Avg Win / Avg Loss | 0.8814 | 1.0072 | 0.8106 | 0.8364 | 0.9445 | 0.7812 |
Largest Winning Trade | 75668 | 75668 | 65681 | 95197 | 77843 | 95197 |
Largest Losing Trade | -111106 | -36553 | -111106 | -99864 | -83530 | -99864 |
Avg Bars in Trades | 27 | 18 | 36 | 27 | 18 | 36 |
Avg Bars in Winners | 27 | 17 | 37 | 26 | 17 | 36 |
Avg Bars in Losers | 27 | 19 | 34 | 28 | 19 | 36 |
Bars Traded | 5343 | 1792 | 3551 | 5343 | 1792 | 3551 |
Profit Streak | 38.8575 | 0 | 48.8575 | 0 | 49.8575 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304274 | 395347 | -579846 | -579275 | -324809 | -581070 |
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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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