Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367350.2528 | 274588.8576 | 92761.3953 | 150643.8238 | 254523.3777 | -103879.5539 |
Total P&L (%) | 367.3503 | 274.5889 | 92.7614 | 150.6438 | 254.5234 | -103.8796 |
Avg Daily Profit (%) | 0.19 | 0.142 | 0.048 | 0.0475 | 0.0655 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141195 | -94265 | -148441 | -830940 | -397611 | -670056 |
Profit Factor | 1.3635 | 1.6358 | 1.1603 | 1.0484 | 1.1809 | 0.9392 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 55.9406 | 54.4554 | 57.4257 | 55.9406 | 54.4554 | 57.4257 |
Ratio Avg Win / Avg Loss | 1.0739 | 1.3681 | 0.8602 | 0.8257 | 0.9876 | 0.6963 |
Largest Winning Trade | 48450 | 40836 | 48450 | 171676 | 171676 | 118702 |
Largest Losing Trade | -54416 | -28011 | -54416 | -246686 | -166003 | -246686 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3592 | 1799 | 1793 | 3592 | 1799 | 1793 |
Profit Streak | 44.2506 | 44.2506 | 88.2506 | 44.2506 | 44.2506 | 88.2506 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417896 | 3328 | -172331 | -294813 | -127167 | -578417 |
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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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