Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299479.939 | 270459.2846 | 29020.6544 | -43797.8171 | -686726.0323 | 642928.2152 |
Total P&L (%) | 299.4799 | 270.4593 | 29.0207 | -43.7978 | -686.726 | 642.9282 |
Avg Daily Profit (%) | 0.1607 | 0.1451 | 0.0156 | -0.0309 | 0 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152839 | -152663 | -119444 | -1730563 | -1798350 | -288743 |
Profit Factor | 1.418 | 1.5622 | 1.1233 | 0.9894 | 0.8037 | 2.0396 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 189 | 102 | 87 | 189 | 102 | 87 |
Losing Trades | 46 | 15 | 31 | 46 | 15 | 31 |
Profitability (%) | 80.4255 | 87.1795 | 73.7288 | 80.4255 | 87.1795 | 73.7288 |
Ratio Avg Win / Avg Loss | 0.3451 | 0.2297 | 0.4003 | 0.2408 | 0.1182 | 0.7267 |
Largest Winning Trade | 29916 | 29916 | 11146 | 246975 | 246975 | 160396 |
Largest Losing Trade | -76031 | -71434 | -76031 | -1180545 | -1180545 | -226268 |
Avg Bars in Trades | 44 | 82 | 7 | 44 | 82 | 7 |
Avg Bars in Winners | 15 | 25 | 3 | 15 | 25 | 3 |
Avg Bars in Losers | 165 | 469 | 18 | 165 | 469 | 18 |
Bars Traded | 10502 | 9602 | 900 | 10502 | 9602 | 900 |
Profit Streak | 53.6388 | 0 | 73.9721 | 53.6388 | 0 | 73.9721 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437268 | 191913 | -257442 | -575055 | -576156 | -43382 |
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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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