Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388694.9734 | 362250.992 | 26443.9815 | 50515.3493 | 363083.0994 | -312567.7501 |
Total P&L (%) | 388.695 | 362.251 | 26.444 | 50.5153 | 363.0831 | -312.5678 |
Avg Daily Profit (%) | 0.1555 | 0.1449 | 0.0106 | 0.0164 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148437 | -84153 | -180219 | -671015 | -246133 | -521089 |
Profit Factor | 1.3484 | 1.8428 | 1.0386 | 1.0181 | 1.3355 | 0.8172 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 52.2472 | 52.809 | 51.6854 | 52.2472 | 52.809 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.2324 | 1.6468 | 0.9708 | 0.9305 | 1.1934 | 0.7639 |
Largest Winning Trade | 83091 | 83091 | 55170 | 177782 | 177782 | 107188 |
Largest Losing Trade | -63337 | -29884 | -63337 | -369628 | -122825 | -369628 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 4819 | 2409 | 2410 | 4819 | 2409 | 2410 |
Profit Streak | 42.9915 | 56.4915 | 42.9915 | 42.9915 | 56.4915 | 42.9915 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363920 | 171995 | -361173 | -372097 | -109847 | -580045 |
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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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