Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269312.0258 | 16189.9602 | 253122.0656 | 160013.5532 | -182076.9572 | 342090.5103 |
Total P&L (%) | 269.312 | 16.19 | 253.1221 | 160.0136 | -182.077 | 342.0905 |
Avg Daily Profit (%) | 0.1767 | 0.0106 | 0.166 | 0.0627 | 0 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141556 | -73833 | -81455 | -877957 | -518975 | -581484 |
Profit Factor | 1.3272 | 1.0409 | 1.5921 | 1.0316 | 0.9166 | 1.1191 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 51.3089 | 48.4211 | 54.1667 | 51.3089 | 48.4211 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2595 | 1.1088 | 1.3472 | 0.979 | 0.9764 | 0.9469 |
Largest Winning Trade | 44581 | 38021 | 44581 | 204989 | 167393 | 204989 |
Largest Losing Trade | -43702 | -28054 | -43702 | -439279 | -221050 | -439279 |
Avg Bars in Trades | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Winners | 17 | 13 | 22 | 17 | 13 | 22 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 2957 | 1153 | 1804 | 2957 | 1153 | 1804 |
Profit Streak | 16.2654 | 0 | 18.2654 | 16.2654 | 0 | 18.2654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349034 | -364207 | 370191 | -294574 | -581414 | -152886 |
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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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