Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193633.8647 | 144015.5366 | 49618.3282 | -1123.7069 | -248879.2799 | 247755.573 |
Total P&L (%) | 193.6339 | 144.0155 | 49.6183 | -1.1237 | -248.8793 | 247.7556 |
Avg Daily Profit (%) | 0.1903 | 0.1416 | 0.0488 | -0.0011 | 0 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165401 | -121495 | -58088 | -615930 | -647010 | -80339 |
Profit Factor | 1.4173 | 1.4249 | 1.3968 | 0.9993 | 0.8126 | 2.4215 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 80.6723 | 79.661 | 81.6667 | 80.6723 | 79.661 | 81.6667 |
Ratio Avg Win / Avg Loss | 0.3396 | 0.3638 | 0.3136 | 0.2394 | 0.2075 | 0.5436 |
Largest Winning Trade | 34236 | 34236 | 12443 | 84680 | 84680 | 31654 |
Largest Losing Trade | -78100 | -78100 | -52106 | -347960 | -347960 | -50839 |
Avg Bars in Trades | 94 | 181 | 9 | 94 | 181 | 9 |
Avg Bars in Winners | 39 | 74 | 5 | 39 | 74 | 5 |
Avg Bars in Losers | 324 | 596 | 28 | 324 | 596 | 28 |
Bars Traded | 11276 | 10679 | 597 | 11276 | 10679 | 597 |
Profit Streak | 51.5918 | 102.4252 | 51.5918 | 51.5918 | 102.4252 | 51.5918 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457141 | -176200 | -293997 | -574752 | -752101 | -191387 |
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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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