Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179762.882 | 149447.5256 | 30315.3564 | 92808.395 | -6519.5336 | 99327.9286 |
Total P&L (%) | 179.7629 | 149.4475 | 30.3154 | 92.8084 | -6.5195 | 99.3279 |
Avg Daily Profit (%) | 0.1726 | 0.1435 | 0.0291 | 0.063 | -0.0065 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115375 | -73235 | -89633 | -531765 | -312777 | -332632 |
Profit Factor | 1.2601 | 1.4239 | 1.0896 | 1.0517 | 0.9931 | 1.1175 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 44.6701 | 39.3939 | 50 | 44.6701 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 1.5608 | 2.1905 | 1.0896 | 1.3027 | 1.5279 | 1.1175 |
Largest Winning Trade | 66164 | 66164 | 24438 | 89614 | 89614 | 84331 |
Largest Losing Trade | -26897 | -17282 | -26897 | -128498 | -81833 | -128498 |
Avg Bars in Trades | 125 | 129 | 121 | 125 | 129 | 121 |
Avg Bars in Winners | 173 | 180 | 167 | 173 | 180 | 167 |
Avg Bars in Losers | 86 | 95 | 75 | 86 | 95 | 75 |
Bars Traded | 24732 | 12796 | 11936 | 24732 | 12796 | 11936 |
Profit Streak | 17.0045 | 17.0045 | 20.2128 | 17.0045 | 17.0045 | 20.2128 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301115 | -3406 | -278836 | -272377 | -581844 | -195526 |
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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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