Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323945.5037 | 204606.6285 | 119338.8752 | 261317.8686 | 483618.9955 | -222301.1268 |
Total P&L (%) | 323.9455 | 204.6066 | 119.3389 | 261.3179 | 483.619 | -222.3011 |
Avg Daily Profit (%) | 0.1909 | 0.1205 | 0.0703 | 0.0757 | 0.104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106748 | -49042 | -105161 | -840147 | -389601 | -932698 |
Profit Factor | 1.4112 | 1.5959 | 1.2686 | 1.0542 | 1.2446 | 0.9219 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 45.4545 | 44.7619 | 46.1538 | 45.4545 | 44.7619 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6935 | 1.9694 | 1.48 | 1.265 | 1.5359 | 1.0756 |
Largest Winning Trade | 82239 | 82239 | 55377 | 317049 | 288010 | 317049 |
Largest Losing Trade | -33206 | -21781 | -33206 | -375563 | -171696 | -375563 |
Avg Bars in Trades | 47 | 34 | 60 | 47 | 34 | 60 |
Avg Bars in Winners | 61 | 40 | 81 | 61 | 40 | 81 |
Avg Bars in Losers | 36 | 29 | 43 | 36 | 29 | 43 |
Bars Traded | 9965 | 3628 | 6337 | 9965 | 3628 | 6337 |
Profit Streak | 7.7367 | 17.0701 | 0 | 7.7367 | 17.0701 | 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 | 339152 | -30816 | -100940 | -252802 | -55041 | -580884 |
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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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