Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313812.4166 | 329638.1393 | -15825.7228 | -67397.9741 | 41429.9661 | -108827.9402 |
Total P&L (%) | 313.8124 | 329.6381 | -15.8257 | -67.398 | 41.43 | -108.8279 |
Avg Daily Profit (%) | 0.1507 | 0.1583 | -0.0076 | -0.0538 | 0.0166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202368 | -79406 | -253104 | -140546 | -63043 | -174381 |
Profit Factor | 1.2749 | 1.5647 | 0.9716 | 0.8814 | 1.1725 | 0.6681 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 50.7614 | 43.8776 | 57.5758 | 50.7614 | 43.8776 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.2366 | 2.0013 | 0.7159 | 0.8549 | 1.4996 | 0.4923 |
Largest Winning Trade | 210407 | 210407 | 46024 | 61733 | 61733 | 27825 |
Largest Losing Trade | -65922 | -34190 | -65922 | -73677 | -23458 | -73677 |
Avg Bars in Trades | 125 | 115 | 134 | 125 | 115 | 134 |
Avg Bars in Winners | 158 | 154 | 161 | 158 | 154 | 161 |
Avg Bars in Losers | 90 | 84 | 98 | 90 | 84 | 98 |
Bars Traded | 24651 | 11313 | 13338 | 24651 | 11313 | 13338 |
Profit Streak | 36.8805 | 41.2138 | 36.8805 | 36.8805 | 41.2138 | 36.8805 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351541 | 302050 | -579096 | -578142 | -205228 | -579096 |
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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) |
---|