Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322147.8021 | 268082.9003 | 54064.9018 | 380410.8576 | -164658.0781 | 545068.9357 |
Total P&L (%) | 322.1478 | 268.0829 | 54.0649 | 380.4109 | -164.6581 | 545.0689 |
Avg Daily Profit (%) | 0.261 | 0.2172 | 0.0438 | 0.1272 | 0 | 0.1511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129190 | -100694 | -39578 | -2191822 | -1987004 | -290503 |
Profit Factor | 1.635 | 1.6774 | 1.4844 | 1.0774 | 0.9617 | 1.8891 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Losing Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Profitability (%) | 74.5665 | 81.3953 | 67.8161 | 74.5665 | 81.3953 | 67.8161 |
Ratio Avg Win / Avg Loss | 0.5577 | 0.3834 | 0.7044 | 0.3675 | 0.2198 | 0.8965 |
Largest Winning Trade | 63848 | 63848 | 13588 | 449880 | 449880 | 170821 |
Largest Losing Trade | -64681 | -64681 | -18567 | -1024285 | -1024285 | -99317 |
Avg Bars in Trades | 40 | 77 | 3 | 40 | 77 | 3 |
Avg Bars in Winners | 16 | 28 | 2 | 16 | 28 | 2 |
Avg Bars in Losers | 108 | 287 | 6 | 108 | 287 | 6 |
Bars Traded | 6978 | 6631 | 347 | 6978 | 6631 | 347 |
Profit Streak | 16.0933 | 16.0933 | 46.5933 | 16.0933 | 16.0933 | 46.5933 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505230 | 458041 | -131961 | -154623 | -576222 | 446053 |
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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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