Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418836.2898 | 384588.6879 | 34247.602 | -45416.9996 | 230496.9231 | -275913.9227 |
Total P&L (%) | 418.8363 | 384.5887 | 34.2476 | -45.417 | 230.4969 | -275.9139 |
Avg Daily Profit (%) | 0.2843 | 0.261 | 0.0232 | -0.0411 | 0.0812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196311 | -166396 | -114320 | -711096 | -408266 | -395122 |
Profit Factor | 1.4325 | 1.7223 | 1.0786 | 0.9787 | 1.1934 | 0.7082 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 46.8208 | 39.5349 | 54.023 | 46.8208 | 39.5349 | 54.023 |
Ratio Avg Win / Avg Loss | 1.627 | 2.6341 | 0.9179 | 1.1117 | 1.8252 | 0.6027 |
Largest Winning Trade | 341930 | 341930 | 66899 | 410134 | 410134 | 91113 |
Largest Losing Trade | -32115 | -31899 | -32115 | -233823 | -142158 | -233823 |
Avg Bars in Trades | 24 | 19 | 30 | 24 | 19 | 30 |
Avg Bars in Winners | 33 | 25 | 38 | 33 | 25 | 38 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 4314 | 1694 | 2619 | 4314 | 1694 | 2619 |
Profit Streak | 14.3963 | 55.063 | 14.3963 | 14.3963 | 55.063 | 14.3963 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409258 | 317495 | -299532 | -578089 | -93810 | -579985 |
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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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