Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273128.8251 | 241198.9285 | 31929.8967 | -131382.8574 | -33298.4273 | -98084.4302 |
Total P&L (%) | 273.1288 | 241.1989 | 31.9299 | -131.3829 | -33.2984 | -98.0844 |
Avg Daily Profit (%) | 0.2213 | 0.1954 | 0.0259 | 0 | -0.0328 | -0.3199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121498 | -65889 | -126451 | -197302 | -39798 | -139644 |
Profit Factor | 1.3221 | 1.6185 | 1.0697 | 0.6781 | 0.8185 | 0.5636 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 133 | 65 | 68 | 57 | 30 | 27 |
Losing Trades | 56 | 29 | 27 | 132 | 64 | 68 |
Profitability (%) | 70.3704 | 69.1489 | 71.5789 | 30.1587 | 31.9149 | 28.4211 |
Ratio Avg Win / Avg Loss | 0.5567 | 0.7221 | 0.4247 | 1.5704 | 1.7461 | 1.4194 |
Largest Winning Trade | 39623 | 39623 | 21079 | 34990 | 34990 | 17912 |
Largest Losing Trade | -107001 | -42316 | -107001 | -88463 | -47046 | -88463 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 23 | 24 | 23 | 68 | 74 | 61 |
Avg Bars in Losers | 72 | 80 | 64 | 25 | 26 | 24 |
Bars Traded | 7264 | 3952 | 3312 | 7264 | 3952 | 3312 |
Profit Streak | 17.3804 | 17.3804 | 39.7137 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412667 | 392161 | -302560 | -584726 | -585336 | -594148 |
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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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