Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426376.6518 | 357060.9658 | 69315.686 | 142683.9799 | 141810.1492 | 873.8308 |
Total P&L (%) | 426.3767 | 357.061 | 69.3157 | 142.684 | 141.8101 | 0.8738 |
Avg Daily Profit (%) | 0.2635 | 0.2207 | 0.0428 | 0.0548 | 0.0546 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194824 | -184984 | -192500 | -177153 | -204980 | -244039 |
Profit Factor | 1.4857 | 1.837 | 1.1536 | 1.147 | 1.2981 | 1.0018 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 43.5644 | 39.604 | 47.5248 | 43.5644 | 39.604 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.9246 | 2.8015 | 1.2738 | 1.4859 | 1.9796 | 1.1061 |
Largest Winning Trade | 158747 | 158747 | 42376 | 108272 | 108272 | 67179 |
Largest Losing Trade | -59887 | -39446 | -59887 | -98855 | -32175 | -98855 |
Avg Bars in Trades | 92 | 85 | 100 | 92 | 85 | 100 |
Avg Bars in Winners | 147 | 137 | 155 | 147 | 137 | 155 |
Avg Bars in Losers | 51 | 50 | 51 | 51 | 50 | 51 |
Bars Traded | 18782 | 8616 | 10166 | 18782 | 8616 | 10166 |
Profit Streak | 504.0458 | 508.7958 | 0 | 504.0458 | 508.7958 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346776 | 271433 | -188557 | -179443 | -122584 | -577700 |
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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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