Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361733.8163 | 376235.4224 | -14501.6062 | -77497.7211 | 586876.9846 | -664374.7058 |
Total P&L (%) | 361.7338 | 376.2354 | -14.5016 | -77.4977 | 586.877 | -664.3747 |
Avg Daily Profit (%) | 0.183 | 0.1903 | -0.0073 | -0.0754 | 0.0975 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163409 | -141744 | -201143 | -515357 | -311925 | -723118 |
Profit Factor | 1.2984 | 1.6245 | 0.9762 | 0.9637 | 1.7805 | 0.5197 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 47.2362 | 43.4343 | 51 | 47.2362 | 43.4343 | 51 |
Ratio Avg Win / Avg Loss | 1.4503 | 2.1157 | 0.9379 | 1.0765 | 2.3188 | 0.4993 |
Largest Winning Trade | 147092 | 147092 | 56953 | 175788 | 163480 | 175788 |
Largest Losing Trade | -79691 | -68765 | -79691 | -257994 | -78990 | -257994 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Losers | 34 | 38 | 29 | 34 | 38 | 29 |
Bars Traded | 7755 | 4236 | 3519 | 7755 | 4236 | 3519 |
Profit Streak | 505.1815 | 508.1815 | 505.1815 | 505.1815 | 508.1815 | 505.1815 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305164 | 300770 | -580351 | -578184 | -61232 | -580351 |
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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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