Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195587.9992 | 217432.3681 | -21844.3689 | -87358.1783 | 33071.6484 | -120429.8268 |
Total P&L (%) | 195.588 | 217.4324 | -21.8444 | -87.3582 | 33.0716 | -120.4298 |
Avg Daily Profit (%) | 0.1585 | 0.1762 | -0.0177 | -0.1674 | 0.0232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139379 | -102487 | -131042 | -133010 | -43618 | -158866 |
Profit Factor | 1.1395 | 1.3521 | 0.9721 | 0.8345 | 1.1832 | 0.6535 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 200 | 97 | 103 | 200 | 97 | 103 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 53.0504 | 51.5957 | 54.4974 | 53.0504 | 51.5957 | 54.4974 |
Ratio Avg Win / Avg Loss | 1.0085 | 1.2684 | 0.8117 | 0.7386 | 1.1101 | 0.5456 |
Largest Winning Trade | 44894 | 44894 | 30971 | 19270 | 18682 | 19270 |
Largest Losing Trade | -89641 | -46888 | -89641 | -124191 | -37118 | -124191 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 7309 | 3770 | 3539 | 7309 | 3770 | 3539 |
Profit Streak | 14.9421 | 15.9421 | 14.9421 | 14.9421 | 15.9421 | 14.9421 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55599 | 352901 | -578410 | -576585 | -181751 | -578410 |
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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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