Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233179.0076 | 244044.7404 | -10865.7328 | -84560.0139 | 21720.6371 | -106280.6511 |
Total P&L (%) | 233.179 | 244.0447 | -10.8657 | -84.56 | 21.7206 | -106.2807 |
Avg Daily Profit (%) | 0.1862 | 0.1949 | -0.0087 | -0.1491 | 0.0157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185431 | -59090 | -203648 | -135626 | -4230 | -134615 |
Profit Factor | 1.2818 | 1.7793 | 0.9789 | 0.4801 | 2.5666 | 0.2857 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 147 | 70 | 77 | 137 | 66 | 71 |
Losing Trades | 50 | 28 | 22 | 60 | 32 | 28 |
Profitability (%) | 74.6193 | 71.4286 | 77.7778 | 69.5431 | 67.3469 | 71.7172 |
Ratio Avg Win / Avg Loss | 0.436 | 0.7117 | 0.2797 | 0.2103 | 1.2444 | 0.1127 |
Largest Winning Trade | 27960 | 27960 | 17325 | 15003 | 14422 | 15003 |
Largest Losing Trade | -117998 | -38123 | -117998 | -134498 | -2934 | -134498 |
Avg Bars in Trades | 73 | 79 | 66 | 73 | 79 | 66 |
Avg Bars in Winners | 41 | 42 | 39 | 47 | 48 | 47 |
Avg Bars in Losers | 167 | 172 | 162 | 130 | 143 | 116 |
Bars Traded | 14427 | 7821 | 6606 | 14427 | 7821 | 6606 |
Profit Streak | 33.4832 | 33.4832 | 55.1499 | 33.4832 | 33.4832 | 55.1499 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421094 | 447791 | -575617 | -575547 | -169823 | -576403 |
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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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