Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386261.8321 | 413055.6309 | -26793.7988 | -79764.047 | 187029.0772 | -266793.1242 |
Total P&L (%) | 386.2618 | 413.0556 | -26.7938 | -79.764 | 187.0291 | -266.7931 |
Avg Daily Profit (%) | 0.2405 | 0.2572 | -0.0167 | -0.0995 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171969 | -136092 | -186818 | -307530 | -125923 | -290689 |
Profit Factor | 1.3447 | 1.7738 | 0.9543 | 0.9299 | 1.452 | 0.6311 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 43.6464 | 35.5556 | 51.6484 | 43.6464 | 35.5556 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.7362 | 3.215 | 0.8934 | 1.2006 | 2.6317 | 0.5908 |
Largest Winning Trade | 299871 | 299871 | 46651 | 224175 | 224175 | 79277 |
Largest Losing Trade | -59709 | -37064 | -59709 | -187160 | -32013 | -187160 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 6293 | 3179 | 3114 | 6293 | 3179 | 3114 |
Profit Streak | 35.7018 | 35.7018 | 57.7018 | 35.7018 | 35.7018 | 57.7018 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336674 | 219093 | -579477 | -579194 | -108489 | -579477 |
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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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