Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199399.6359 | 137607.5053 | 61792.1306 | 133950.2386 | -32712.9011 | 166663.1397 |
Total P&L (%) | 199.3996 | 137.6075 | 61.7921 | 133.9502 | -32.7129 | 166.6631 |
Avg Daily Profit (%) | 0.1914 | 0.1321 | 0.0593 | 0.0816 | -0.038 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125877 | -129834 | -30274 | -481086 | -538348 | -84431 |
Profit Factor | 1.3071 | 1.3253 | 1.273 | 1.067 | 0.9771 | 1.2934 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 70.6731 | 70.1923 | 71.1538 | 70.6731 | 70.1923 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.5424 | 0.5628 | 0.5161 | 0.4428 | 0.415 | 0.5244 |
Largest Winning Trade | 24750 | 24750 | 18960 | 72500 | 72500 | 56924 |
Largest Losing Trade | -44634 | -44634 | -23839 | -203982 | -203982 | -76076 |
Avg Bars in Trades | 119 | 193 | 45 | 119 | 193 | 45 |
Avg Bars in Winners | 62 | 96 | 29 | 62 | 96 | 29 |
Avg Bars in Losers | 255 | 423 | 83 | 255 | 423 | 83 |
Bars Traded | 24836 | 20127 | 4709 | 24836 | 20127 | 4709 |
Profit Streak | 5.0731 | 56.7815 | 5.0731 | 5.0731 | 56.7815 | 5.0731 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394581 | -13908 | -112549 | -227512 | -576589 | -65368 |
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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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