Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296081.3749 | 45866.5208 | 250214.854 | 584875.5915 | -235597.4778 | 820473.0693 |
Total P&L (%) | 296.0814 | 45.8665 | 250.2149 | 584.8756 | -235.5975 | 820.4731 |
Avg Daily Profit (%) | 0.2283 | 0.0354 | 0.1929 | 0.1485 | 0 | 0.1713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68171 | -44061 | -68125 | -831384 | -471401 | -813505 |
Profit Factor | 1.8543 | 1.2762 | 2.3862 | 1.2027 | 0.817 | 1.5134 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 152 | 68 | 84 | 152 | 68 | 84 |
Losing Trades | 41 | 29 | 12 | 41 | 29 | 12 |
Profitability (%) | 78.7565 | 70.1031 | 87.5 | 78.7565 | 70.1031 | 87.5 |
Ratio Avg Win / Avg Loss | 0.5002 | 0.5443 | 0.3409 | 0.3244 | 0.3484 | 0.2162 |
Largest Winning Trade | 18786 | 18206 | 18786 | 109829 | 58732 | 109829 |
Largest Losing Trade | -68124 | -23174 | -68124 | -813505 | -202357 | -813505 |
Avg Bars in Trades | 38 | 17 | 60 | 38 | 17 | 60 |
Avg Bars in Winners | 22 | 6 | 36 | 22 | 6 | 36 |
Avg Bars in Losers | 96 | 42 | 225 | 96 | 42 | 225 |
Bars Traded | 7427 | 1666 | 5761 | 7427 | 1666 | 5761 |
Profit Streak | 62.128 | 62.128 | 103.9613 | 62.128 | 62.128 | 103.9613 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538390 | -144770 | 554298 | 350210 | -576465 | 488976 |
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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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