Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281443.4206 | 249103.9467 | 32339.4738 | -15832.8241 | 132286.8606 | -148119.6847 |
Total P&L (%) | 281.4434 | 249.1039 | 32.3395 | -15.8328 | 132.2869 | -148.1197 |
Avg Daily Profit (%) | 0.1739 | 0.154 | 0.02 | -0.0107 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122889 | -183904 | -157978 | -332545 | -169954 | -273990 |
Profit Factor | 1.3053 | 1.4964 | 1.077 | 0.9859 | 1.2378 | 0.7399 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 48.2587 | 42 | 54.4554 | 48.2587 | 42 | 54.4554 |
Ratio Avg Win / Avg Loss | 1.3994 | 2.0665 | 0.9007 | 1.0571 | 1.7093 | 0.6188 |
Largest Winning Trade | 147883 | 147883 | 39847 | 183627 | 183627 | 39470 |
Largest Losing Trade | -49105 | -39416 | -49105 | -151208 | -61202 | -151208 |
Avg Bars in Trades | 95 | 121 | 70 | 95 | 121 | 70 |
Avg Bars in Winners | 113 | 157 | 79 | 113 | 157 | 79 |
Avg Bars in Losers | 78 | 94 | 58 | 78 | 94 | 58 |
Bars Traded | 19176 | 12106 | 7070 | 19176 | 12106 | 7070 |
Profit Streak | 478.8934 | 0 | 502.8934 | 478.8934 | 0 | 502.8934 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305063 | 224071 | -305344 | -578151 | -125919 | -579525 |
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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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