Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568271.8932 | 550347.5718 | 17924.3214 | -60613.8277 | 173272.2583 | -233886.0861 |
Total P&L (%) | 568.2719 | 550.3476 | 17.9243 | -60.6138 | 173.2723 | -233.8861 |
Avg Daily Profit (%) | 0.3529 | 0.3417 | 0.0111 | -0.0578 | 0.0624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184408 | -148747 | -105809 | -444614 | -241053 | -266470 |
Profit Factor | 1.4765 | 1.8371 | 1.0335 | 0.956 | 1.2426 | 0.6469 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 52.657 | 48.5437 | 56.7308 | 52.657 | 48.5437 | 56.7308 |
Ratio Avg Win / Avg Loss | 1.3275 | 1.9473 | 0.7883 | 0.8595 | 1.3172 | 0.4934 |
Largest Winning Trade | 457290 | 457290 | 33925 | 340054 | 340054 | 43713 |
Largest Losing Trade | -61847 | -40212 | -61847 | -89243 | -76154 | -89243 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 3172 | 1579 | 1593 | 3172 | 1579 | 1593 |
Profit Streak | 18.4006 | 0 | 30.9006 | 18.4006 | 0 | 30.9006 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459902 | 437998 | -370179 | -578509 | -110386 | -579364 |
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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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