Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299477.9933 | 82411.6894 | 217066.3039 | 378867.7153 | -46676.2361 | 425543.9514 |
Total P&L (%) | 299.478 | 82.4117 | 217.0663 | 378.8677 | -46.6762 | 425.544 |
Avg Daily Profit (%) | 0.2327 | 0.064 | 0.1687 | 0.1218 | -0.0488 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91531 | -87472 | -75417 | -299061 | -324470 | -239380 |
Profit Factor | 1.4842 | 1.2698 | 1.6933 | 1.1912 | 0.9541 | 1.4406 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 43.956 | 38.4615 | 49.4505 | 43.956 | 38.4615 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.8924 | 2.0317 | 1.731 | 1.5187 | 1.5265 | 1.4726 |
Largest Winning Trade | 63417 | 63417 | 52238 | 178912 | 178912 | 106678 |
Largest Losing Trade | -34626 | -15167 | -34626 | -143911 | -62004 | -143911 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 122 | 109 | 133 | 122 | 109 | 133 |
Avg Bars in Losers | 52 | 57 | 46 | 52 | 57 | 46 |
Bars Traded | 15172 | 7029 | 8143 | 15172 | 7029 | 8143 |
Profit Streak | 37.9444 | 37.9444 | 77.2777 | 37.9444 | 37.9444 | 77.2777 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371878 | -110231 | 410661 | -39481 | -581809 | -19017 |
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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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