Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369436.5604 | 221700.3403 | 147736.2202 | -51430.9349 | 76557.7953 | -127988.7301 |
Total P&L (%) | 369.4366 | 221.7003 | 147.7362 | -51.4309 | 76.5578 | -127.9887 |
Avg Daily Profit (%) | 0.1964 | 0.1178 | 0.0785 | -0.0384 | 0.0302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96110 | -40031 | -114971 | -212131 | -37118 | -215666 |
Profit Factor | 1.6263 | 2.5257 | 1.3323 | 0.893 | 2.0039 | 0.6835 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 168 | 81 | 87 | 168 | 81 | 87 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 82.7586 | 79.4118 | 86.1386 | 82.7586 | 79.4118 | 86.1386 |
Ratio Avg Win / Avg Loss | 0.3388 | 0.6548 | 0.2144 | 0.186 | 0.5195 | 0.11 |
Largest Winning Trade | 55000 | 46501 | 55000 | 65848 | 35143 | 65848 |
Largest Losing Trade | -96110 | -39153 | -96110 | -212131 | -37118 | -212131 |
Avg Bars in Trades | 35 | 10 | 60 | 35 | 10 | 60 |
Avg Bars in Winners | 20 | 6 | 32 | 20 | 6 | 32 |
Avg Bars in Losers | 110 | 26 | 238 | 110 | 26 | 238 |
Bars Traded | 7274 | 1114 | 6160 | 7274 | 1114 | 6160 |
Profit Streak | 126.7745 | 235.5245 | 126.7745 | 126.7745 | 235.5245 | 126.7745 |
Trades During Streak | 9 | 14 | 4 | 9 | 14 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527955 | -27960 | -83619 | -574004 | -145799 | -574914 |
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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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