Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561862.7196 | 480682.8395 | 81179.8801 | -140657.8674 | 131655.9059 | -272313.7733 |
Total P&L (%) | 561.8627 | 480.6828 | 81.1799 | -140.6579 | 131.6559 | -272.3138 |
Avg Daily Profit (%) | 0.3796 | 0.3247 | 0.0548 | 0 | 0.0568 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203274 | -172173 | -137028 | -664702 | -387234 | -378181 |
Profit Factor | 1.5638 | 1.8746 | 1.1816 | 0.8636 | 1.2574 | 0.4761 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 96 | 38 | 58 | 86 | 43 | 43 |
Losing Trades | 79 | 49 | 30 | 89 | 44 | 45 |
Profitability (%) | 54.8571 | 43.6782 | 65.9091 | 49.1429 | 49.4253 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.2869 | 2.4172 | 0.6112 | 0.8937 | 1.2866 | 0.4983 |
Largest Winning Trade | 453062 | 453062 | 51467 | 488118 | 488118 | 89423 |
Largest Losing Trade | -126583 | -30655 | -126583 | -343462 | -170682 | -343462 |
Avg Bars in Trades | 24 | 31 | 17 | 24 | 31 | 17 |
Avg Bars in Winners | 25 | 36 | 18 | 22 | 27 | 17 |
Avg Bars in Losers | 22 | 27 | 15 | 26 | 35 | 17 |
Bars Traded | 4255 | 2727 | 1528 | 4255 | 2727 | 1528 |
Profit Streak | 34.3576 | 34.3576 | 34.6909 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523318 | 360253 | -138798 | -579916 | -117839 | -581261 |
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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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