Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269606.8137 | 207640.4097 | 61966.404 | -253264.7303 | -237908.023 | -15356.7073 |
Total P&L (%) | 269.6068 | 207.6404 | 61.9664 | -253.2647 | -237.908 | -15.3567 |
Avg Daily Profit (%) | 0.265 | 0.2041 | 0.0609 | 0 | 0 | -0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180580 | -97060 | -137376 | -2004381 | -762100 | -1346663 |
Profit Factor | 1.2907 | 1.5105 | 1.119 | 0.9575 | 0.9114 | 0.9953 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 111 | 50 | 61 | 105 | 51 | 54 |
Losing Trades | 79 | 45 | 34 | 85 | 44 | 41 |
Profitability (%) | 58.4211 | 52.6316 | 64.2105 | 55.2632 | 53.6842 | 56.8421 |
Ratio Avg Win / Avg Loss | 0.9186 | 1.3594 | 0.6237 | 0.7751 | 0.7863 | 0.7557 |
Largest Winning Trade | 72394 | 72394 | 35491 | 310679 | 270048 | 310679 |
Largest Losing Trade | -123505 | -31331 | -123505 | -1068276 | -284083 | -1068276 |
Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Winners | 28 | 25 | 30 | 29 | 27 | 31 |
Avg Bars in Losers | 34 | 31 | 40 | 32 | 28 | 37 |
Bars Traded | 5879 | 2667 | 3212 | 5879 | 2667 | 3212 |
Profit Streak | 0 | 21.493 | 0 | 9.8263 | 0 | 23.493 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310446 | 356219 | -201598 | -578436 | -580323 | -579157 |
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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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