Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270487.0338 | 235860.6882 | 34626.3456 | -45395.1847 | -35197.4535 | -10197.7312 |
Total P&L (%) | 270.487 | 235.8607 | 34.6263 | -45.3952 | -35.1975 | -10.1977 |
Avg Daily Profit (%) | 0.1982 | 0.1729 | 0.0254 | -0.0443 | -0.0318 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206621 | -162299 | -50279 | -159785 | -125926 | -54927 |
Profit Factor | 1.3423 | 1.3949 | 1.1795 | 0.9039 | 0.8992 | 0.9172 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 46.7391 | 42.3913 | 51.087 | 46.7391 | 42.3913 | 51.087 |
Ratio Avg Win / Avg Loss | 1.5296 | 1.8957 | 1.1293 | 1.0301 | 1.2221 | 0.8782 |
Largest Winning Trade | 271275 | 271275 | 21093 | 78254 | 78254 | 10886 |
Largest Losing Trade | -49158 | -49158 | -18945 | -45518 | -45518 | -23564 |
Avg Bars in Trades | 87 | 152 | 21 | 87 | 152 | 21 |
Avg Bars in Winners | 103 | 202 | 22 | 103 | 202 | 22 |
Avg Bars in Losers | 72 | 116 | 21 | 72 | 116 | 21 |
Bars Traded | 16061 | 14059 | 2002 | 16061 | 14059 | 2002 |
Profit Streak | 31.8146 | 33.0646 | 31.8146 | 31.8146 | 33.0646 | 31.8146 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369240 | 248118 | -183597 | -577914 | -581383 | -579669 |
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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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