Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195616.8682 | 186107.2457 | 9509.6224 | 15985.7595 | 92840.7869 | -76855.0274 |
Total P&L (%) | 195.6169 | 186.1072 | 9.5096 | 15.9858 | 92.8408 | -76.855 |
Avg Daily Profit (%) | 0.1878 | 0.1787 | 0.0091 | 0.0142 | 0.0631 | -0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103989 | -66478 | -100938 | -171658 | -122217 | -127800 |
Profit Factor | 1.2093 | 1.3855 | 1.0211 | 1.0181 | 1.1991 | 0.8166 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 206 | 105 | 101 | 206 | 105 | 101 |
Profitability (%) | 45.0667 | 44.1489 | 45.9893 | 45.0667 | 44.1489 | 45.9893 |
Ratio Avg Win / Avg Loss | 1.4741 | 1.7527 | 1.1991 | 1.2409 | 1.5169 | 0.959 |
Largest Winning Trade | 92518 | 92518 | 23261 | 113160 | 113160 | 21592 |
Largest Losing Trade | -58806 | -25643 | -58806 | -70410 | -43105 | -70410 |
Avg Bars in Trades | 65 | 78 | 53 | 65 | 78 | 53 |
Avg Bars in Winners | 84 | 97 | 72 | 84 | 97 | 72 |
Avg Bars in Losers | 50 | 63 | 37 | 50 | 63 | 37 |
Bars Traded | 24737 | 14780 | 9957 | 24737 | 14780 | 9957 |
Profit Streak | 2.5942 | 24.5942 | 0 | 2.5942 | 24.5942 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 200166 | 300111 | -544913 | -385537 | -109956 | -581914 |
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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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