Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451730.7666 | 244067.1507 | 207663.6159 | -217122.4395 | -67862.5787 | -149259.8608 |
Total P&L (%) | 451.7308 | 244.0672 | 207.6636 | -217.1224 | -67.8626 | -149.2599 |
Avg Daily Profit (%) | 0.2377 | 0.1284 | 0.1093 | 0 | -0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145780 | -67501 | -168138 | -436431 | -189716 | -292783 |
Profit Factor | 1.4893 | 1.5191 | 1.4584 | 0.825 | 0.8918 | 0.7566 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 101 | 42 | 59 | 97 | 54 | 43 |
Losing Trades | 96 | 56 | 40 | 100 | 44 | 56 |
Profitability (%) | 51.269 | 42.8571 | 59.596 | 49.2386 | 55.102 | 43.4343 |
Ratio Avg Win / Avg Loss | 1.4156 | 2.0254 | 0.9888 | 0.8505 | 0.7267 | 0.9854 |
Largest Winning Trade | 167202 | 167202 | 54330 | 89380 | 89380 | 74715 |
Largest Losing Trade | -107117 | -31893 | -107117 | -150000 | -150000 | -106361 |
Avg Bars in Trades | 113 | 121 | 106 | 113 | 121 | 106 |
Avg Bars in Winners | 108 | 120 | 99 | 112 | 118 | 105 |
Avg Bars in Losers | 119 | 121 | 117 | 114 | 124 | 107 |
Bars Traded | 22439 | 11888 | 10551 | 22439 | 11888 | 10551 |
Profit Streak | 0 | 0 | 0 | 22.6116 | 22.6116 | 33.1116 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373670 | -22120 | -46783 | -578576 | -579861 | -582626 |
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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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