Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395511.5601 | 331021.8901 | 64489.6699 | 39985.363 | 208736.6541 | -168751.2911 |
Total P&L (%) | 395.5116 | 331.0219 | 64.4897 | 39.9854 | 208.7367 | -168.7513 |
Avg Daily Profit (%) | 0.2474 | 0.207 | 0.0403 | 0.021 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170038 | -138007 | -109386 | -642431 | -370959 | -462030 |
Profit Factor | 1.438 | 1.6668 | 1.1586 | 1.014 | 1.1398 | 0.8754 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 56.5714 | 57.4713 | 55.6818 | 56.5714 | 57.4713 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.1039 | 1.2334 | 0.9222 | 0.7785 | 0.8435 | 0.6967 |
Largest Winning Trade | 261642 | 261642 | 45992 | 239764 | 239764 | 116986 |
Largest Losing Trade | -47532 | -47532 | -30068 | -204309 | -171996 | -204309 |
Avg Bars in Trades | 106 | 136 | 77 | 106 | 136 | 77 |
Avg Bars in Winners | 106 | 131 | 81 | 106 | 131 | 81 |
Avg Bars in Losers | 106 | 143 | 71 | 106 | 143 | 71 |
Bars Traded | 18688 | 11897 | 6791 | 18688 | 11897 | 6791 |
Profit Streak | 23.7182 | 42.0515 | 23.7182 | 23.7182 | 42.0515 | 23.7182 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423155 | 424722 | -186134 | -370922 | -165099 | -579815 |
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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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