Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372454.8979 | 260825.9617 | 111628.9363 | 30493.3404 | 210219.5574 | -179726.2169 |
Total P&L (%) | 372.4549 | 260.826 | 111.6289 | 30.4933 | 210.2196 | -179.7262 |
Avg Daily Profit (%) | 0.195 | 0.1365 | 0.0584 | 0.0139 | 0.0593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136451 | -91407 | -120049 | -737284 | -155768 | -705454 |
Profit Factor | 1.338 | 1.6235 | 1.1633 | 1.0119 | 1.2497 | 0.8955 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 55.2083 | 54.1667 | 56.25 | 55.2083 | 54.1667 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0856 | 1.3737 | 0.9048 | 0.821 | 1.0575 | 0.6965 |
Largest Winning Trade | 56120 | 48884 | 56120 | 208838 | 78832 | 208838 |
Largest Losing Trade | -69727 | -36325 | -69727 | -364531 | -116450 | -364531 |
Avg Bars in Trades | 19 | 12 | 26 | 19 | 12 | 26 |
Avg Bars in Winners | 18 | 10 | 25 | 18 | 10 | 25 |
Avg Bars in Losers | 21 | 14 | 28 | 21 | 14 | 28 |
Bars Traded | 3753 | 1185 | 2568 | 3753 | 1185 | 2568 |
Profit Streak | 44.9311 | 59.9311 | 44.9311 | 44.9311 | 59.9311 | 44.9311 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405802 | -7317 | -156094 | -383017 | -112499 | -579432 |
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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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