Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462969.3332 | 456350.3092 | 6619.024 | 146829.1816 | 450636.2428 | -303807.0612 |
Total P&L (%) | 462.9693 | 456.3503 | 6.619 | 146.8292 | 450.6362 | -303.8071 |
Avg Daily Profit (%) | 0.2223 | 0.2191 | 0.0032 | 0.0434 | 0.082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105951 | -89469 | -55935 | -1897663 | -1741372 | -872550 |
Profit Factor | 1.6026 | 1.786 | 1.0353 | 1.0218 | 1.0882 | 0.8145 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 50.8571 | 48.2759 | 53.4091 | 50.8571 | 48.2759 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.5486 | 1.9135 | 0.9031 | 0.9873 | 1.166 | 0.7106 |
Largest Winning Trade | 196995 | 196995 | 13350 | 1102834 | 1102834 | 221968 |
Largest Losing Trade | -73132 | -73132 | -15211 | -1156358 | -1156358 | -315231 |
Avg Bars in Trades | 134 | 253 | 17 | 134 | 253 | 17 |
Avg Bars in Winners | 121 | 237 | 18 | 121 | 237 | 18 |
Avg Bars in Losers | 148 | 268 | 17 | 148 | 268 | 17 |
Bars Traded | 23607 | 22047 | 1560 | 23607 | 22047 | 1560 |
Profit Streak | 42.3543 | 0 | 70.2709 | 42.3543 | 0 | 70.2709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447264 | 366472 | -536785 | -331616 | -208004 | -579819 |
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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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