Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296670.5966 | 290234.6668 | 6435.9298 | -9965.9778 | 127308.1627 | -137274.1405 |
Total P&L (%) | 296.6706 | 290.2347 | 6.4359 | -9.966 | 127.3082 | -137.2741 |
Avg Daily Profit (%) | 0.1571 | 0.1537 | 0.0034 | -0.0056 | 0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159710 | -160354 | -92268 | -607890 | -599426 | -321229 |
Profit Factor | 1.3406 | 1.5443 | 1.0191 | 0.9944 | 1.1136 | 0.7905 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 79.7414 | 81.8966 | 77.5862 | 79.7414 | 81.8966 | 77.5862 |
Ratio Avg Win / Avg Loss | 0.3406 | 0.3414 | 0.2944 | 0.2526 | 0.2462 | 0.2284 |
Largest Winning Trade | 78086 | 78086 | 14295 | 177962 | 177962 | 74347 |
Largest Losing Trade | -68388 | -61810 | -68388 | -364220 | -364220 | -277564 |
Avg Bars in Trades | 31 | 56 | 5 | 31 | 56 | 5 |
Avg Bars in Winners | 11 | 18 | 2 | 11 | 18 | 2 |
Avg Bars in Losers | 109 | 226 | 15 | 109 | 226 | 15 |
Bars Traded | 7197 | 6521 | 676 | 7197 | 6521 | 676 |
Profit Streak | 72.8009 | 81.8009 | 72.8009 | 72.8009 | 81.8009 | 72.8009 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450536 | 455511 | -550004 | -574183 | -226525 | -575517 |
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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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