Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363285.1178 | 294718.0546 | 68567.0633 | -14197.2109 | -11669.2244 | -2527.9865 |
Total P&L (%) | 363.2851 | 294.7181 | 68.5671 | -14.1972 | -11.6692 | -2.528 |
Avg Daily Profit (%) | 0.191 | 0.1549 | 0.036 | -0.008 | -0.0065 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127583 | -174022 | -137718 | -204986 | -178196 | -161351 |
Profit Factor | 1.3175 | 1.4816 | 1.1289 | 0.9867 | 0.9798 | 0.9948 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 43.0939 | 41.1111 | 45.0549 | 43.0939 | 41.1111 | 45.0549 |
Ratio Avg Win / Avg Loss | 1.7398 | 2.1223 | 1.3767 | 1.3029 | 1.4035 | 1.2132 |
Largest Winning Trade | 205019 | 205019 | 48012 | 124905 | 124905 | 58282 |
Largest Losing Trade | -41545 | -33055 | -41545 | -59391 | -59391 | -47240 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 3695 | 2109 | 1585 | 3695 | 2109 | 1585 |
Profit Streak | 504.4414 | 505.9414 | 504.4414 | 504.4414 | 505.9414 | 504.4414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300455 | 238757 | -225007 | -579611 | -582019 | -580483 |
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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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