Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189384.5185 | 148755.261 | 40629.2575 | 75040.6178 | 261715.2466 | -186674.6288 |
Total P&L (%) | 189.3845 | 148.7553 | 40.6293 | 75.0406 | 261.7152 | -186.6746 |
Avg Daily Profit (%) | 0.1818 | 0.1428 | 0.039 | 0.0538 | 0.1235 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132757 | -90949 | -90946 | -616980 | -430967 | -379674 |
Profit Factor | 1.2229 | 1.3742 | 1.0899 | 1.0284 | 1.219 | 0.8712 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 197 | 93 | 104 | 197 | 93 | 104 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 59.5166 | 56.3636 | 62.6506 | 59.5166 | 56.3636 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.8318 | 1.0639 | 0.6497 | 0.6995 | 0.9438 | 0.5194 |
Largest Winning Trade | 64755 | 64755 | 27574 | 216822 | 216822 | 86924 |
Largest Losing Trade | -42577 | -25244 | -42577 | -199801 | -178670 | -199801 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Losers | 103 | 89 | 119 | 103 | 89 | 119 |
Bars Traded | 24755 | 11192 | 13564 | 24755 | 11192 | 13564 |
Profit Streak | 4.5524 | 0 | 11.9274 | 4.5524 | 0 | 11.9274 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312208 | -720 | -263232 | -308843 | -29072 | -577737 |
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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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