Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469364.4676 | 356556.3722 | 112808.0955 | 148857.8312 | -458035.6128 | 606893.444 |
Total P&L (%) | 469.3645 | 356.5564 | 112.8081 | 148.8578 | -458.0356 | 606.8934 |
Avg Daily Profit (%) | 0.2643 | 0.2007 | 0.0635 | 0.0513 | 0 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165782 | -134933 | -34504 | -2071979 | -1960481 | -249141 |
Profit Factor | 1.5408 | 1.5311 | 1.5738 | 1.0256 | 0.9052 | 1.6154 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 61.2121 | 57.3171 | 65.0602 | 61.2121 | 57.3171 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.9763 | 1.1402 | 0.8452 | 0.6499 | 0.6741 | 0.8675 |
Largest Winning Trade | 89820 | 89820 | 16368 | 526613 | 526613 | 236255 |
Largest Losing Trade | -76459 | -76459 | -23832 | -918023 | -918023 | -121373 |
Avg Bars in Trades | 61 | 112 | 10 | 61 | 112 | 10 |
Avg Bars in Winners | 38 | 70 | 10 | 38 | 70 | 10 |
Avg Bars in Losers | 97 | 169 | 10 | 97 | 169 | 10 |
Bars Traded | 10084 | 9234 | 850 | 10084 | 9234 | 850 |
Profit Streak | 15.1697 | 15.1697 | 17.6697 | 15.1697 | 15.1697 | 17.6697 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427129 | 223153 | -104790 | -314581 | -583702 | -41974 |
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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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