Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360585.3194 | 332050.6851 | 28534.6342 | -21768.636 | 94216.1103 | -115984.7463 |
Total P&L (%) | 360.5853 | 332.0507 | 28.5346 | -21.7686 | 94.2161 | -115.9847 |
Avg Daily Profit (%) | 0.2229 | 0.2052 | 0.0176 | -0.0152 | 0.041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145106 | -149515 | -149280 | -436295 | -339149 | -382435 |
Profit Factor | 1.3235 | 1.5833 | 1.0523 | 0.9896 | 1.0869 | 0.8862 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 49.505 | 46.5347 | 52.4752 | 49.505 | 46.5347 | 52.4752 |
Ratio Avg Win / Avg Loss | 1.3499 | 1.8191 | 0.953 | 1.0094 | 1.2488 | 0.8026 |
Largest Winning Trade | 190810 | 190810 | 45335 | 121168 | 121168 | 116653 |
Largest Losing Trade | -65113 | -37259 | -65113 | -168977 | -167765 | -168977 |
Avg Bars in Trades | 94 | 99 | 89 | 94 | 99 | 89 |
Avg Bars in Winners | 101 | 107 | 97 | 101 | 107 | 97 |
Avg Bars in Losers | 87 | 93 | 80 | 87 | 93 | 80 |
Bars Traded | 19091 | 10087 | 9004 | 19091 | 10087 | 9004 |
Profit Streak | 498.2972 | 504.6305 | 498.2972 | 498.2972 | 504.6305 | 498.2972 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355279 | 343558 | -336563 | -577286 | -264066 | -580157 |
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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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