Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285919.6096 | 284775.7344 | 1143.8752 | 58480.9444 | -1001.0046 | 59481.949 |
Total P&L (%) | 285.9196 | 284.7757 | 1.1439 | 58.4809 | -1.001 | 59.4819 |
Avg Daily Profit (%) | 0.2313 | 0.2304 | 0.0009 | 0.0373 | -0.0008 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148673 | -74574 | -92993 | -627934 | -495422 | -273725 |
Profit Factor | 1.3414 | 1.7681 | 1.0025 | 1.0217 | 0.9993 | 1.0483 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 49.4186 | 48.8372 | 50 | 49.4186 | 48.8372 | 50 |
Ratio Avg Win / Avg Loss | 1.373 | 1.8523 | 1.0025 | 1.0457 | 1.0469 | 1.0483 |
Largest Winning Trade | 110227 | 110227 | 29251 | 153173 | 153173 | 100774 |
Largest Losing Trade | -66279 | -66279 | -47881 | -473085 | -473085 | -114532 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 19 | 26 | 11 | 19 | 26 | 11 |
Bars Traded | 3591 | 2266 | 1325 | 3591 | 2266 | 1325 |
Profit Streak | 47.7529 | 58.0862 | 47.7529 | 47.7529 | 58.0862 | 47.7529 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387096 | 436763 | -573810 | -338029 | -578212 | -309190 |
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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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