Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505719.4918 | 406755.5121 | 98963.9796 | 627095.6729 | -111508.7789 | 738604.4518 |
Total P&L (%) | 505.7195 | 406.7555 | 98.964 | 627.0957 | -111.5088 | 738.6045 |
Avg Daily Profit (%) | 0.2427 | 0.1952 | 0.0475 | 0.0953 | 0 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178930 | -205023 | -12787 | -2738448 | -2927389 | -127363 |
Profit Factor | 1.852 | 1.7494 | 2.9484 | 1.1025 | 0.9804 | 2.6969 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 76.6871 | 76.5432 | 76.8293 | 76.6871 | 76.5432 | 76.8293 |
Ratio Avg Win / Avg Loss | 0.563 | 0.5361 | 0.8892 | 0.3352 | 0.3004 | 0.8133 |
Largest Winning Trade | 61782 | 61782 | 11699 | 556498 | 556498 | 249847 |
Largest Losing Trade | -60923 | -60923 | -10344 | -1044114 | -1044114 | -127363 |
Avg Bars in Trades | 151 | 300 | 3 | 151 | 300 | 3 |
Avg Bars in Winners | 67 | 133 | 2 | 67 | 133 | 2 |
Avg Bars in Losers | 426 | 848 | 5 | 426 | 848 | 5 |
Bars Traded | 24620 | 24368 | 252 | 24620 | 24368 | 252 |
Profit Streak | 18.7144 | 0 | 82.3811 | 18.7144 | 0 | 82.3811 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504519 | -120 | -125674 | -169902 | -589017 | -52910 |
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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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