Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333819.9462 | 301082.2473 | 32737.6988 | 145011.0654 | 233471.7955 | -88460.7301 |
Total P&L (%) | 333.8199 | 301.0822 | 32.7377 | 145.0111 | 233.4718 | -88.4607 |
Avg Daily Profit (%) | 0.2668 | 0.2407 | 0.0262 | 0.0717 | 0.0963 | -0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89435 | -65192 | -172383 | -192606 | -105300 | -240958 |
Profit Factor | 1.3956 | 1.9271 | 1.0631 | 1.1528 | 1.648 | 0.8497 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 52.6596 | 50 | 55.3191 | 52.6596 | 50 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.2546 | 1.9271 | 0.8586 | 1.0364 | 1.648 | 0.6863 |
Largest Winning Trade | 62198 | 62198 | 28213 | 80230 | 80230 | 30924 |
Largest Losing Trade | -51838 | -40434 | -51838 | -78794 | -49551 | -78794 |
Avg Bars in Trades | 77 | 86 | 67 | 77 | 86 | 67 |
Avg Bars in Winners | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Losers | 72 | 87 | 55 | 72 | 87 | 55 |
Bars Traded | 14506 | 8119 | 6386 | 14506 | 8119 | 6386 |
Profit Streak | 28.9567 | 28.9567 | 46.04 | 28.9567 | 28.9567 | 46.04 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420864 | 443937 | -312233 | -146856 | -60555 | -579403 |
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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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