Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339248.6802 | 353347.7812 | -14099.101 | -90882.1756 | -159680.292 | 68798.1163 |
Total P&L (%) | 339.2487 | 353.3478 | -14.0991 | -90.8822 | -159.6803 | 68.7981 |
Avg Daily Profit (%) | 0.2304 | 0.24 | -0.0096 | -0.1625 | 0 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194772 | -190063 | -140405 | -510110 | -566596 | -120868 |
Profit Factor | 1.3134 | 1.5564 | 0.9685 | 0.9302 | 0.8252 | 1.1769 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 48.503 | 41.6667 | 55.4217 | 48.503 | 41.6667 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.3945 | 2.179 | 0.779 | 0.9877 | 1.1553 | 0.9466 |
Largest Winning Trade | 408374 | 408374 | 36570 | 351814 | 351814 | 77187 |
Largest Losing Trade | -68971 | -45823 | -68971 | -194998 | -194998 | -53434 |
Avg Bars in Trades | 104 | 139 | 68 | 104 | 139 | 68 |
Avg Bars in Winners | 112 | 157 | 77 | 112 | 157 | 77 |
Avg Bars in Losers | 96 | 126 | 57 | 96 | 126 | 57 |
Bars Traded | 17413 | 11722 | 5691 | 17413 | 11722 | 5691 |
Profit Streak | 84.3251 | 84.3251 | 120.4918 | 84.3251 | 84.3251 | 120.4918 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354192 | 306704 | -579020 | -578986 | -581316 | -171323 |
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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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