Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417566.5919 | 349885.8516 | 67680.7403 | 193353.9967 | -122210.4561 | 315564.4529 |
Total P&L (%) | 417.5666 | 349.8859 | 67.6807 | 193.354 | -122.2105 | 315.5645 |
Avg Daily Profit (%) | 0.2359 | 0.1976 | 0.0382 | 0.0608 | 0 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118398 | -119950 | -83738 | -921588 | -947565 | -165518 |
Profit Factor | 1.4557 | 1.6512 | 1.1786 | 1.0594 | 0.9435 | 1.2901 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 44.5714 | 46.5909 | 42.5287 | 44.5714 | 46.5909 | 42.5287 |
Ratio Avg Win / Avg Loss | 1.8103 | 1.8929 | 1.5927 | 1.3175 | 1.0816 | 1.7434 |
Largest Winning Trade | 113159 | 113159 | 59743 | 372577 | 372577 | 142379 |
Largest Losing Trade | -42849 | -42849 | -30098 | -356484 | -356484 | -97030 |
Avg Bars in Trades | 59 | 82 | 35 | 59 | 82 | 35 |
Avg Bars in Winners | 75 | 101 | 47 | 75 | 101 | 47 |
Avg Bars in Losers | 45 | 65 | 26 | 45 | 65 | 26 |
Bars Traded | 10328 | 7234 | 3094 | 10328 | 7234 | 3094 |
Profit Streak | 31.4712 | 31.4712 | 34.9712 | 31.4712 | 31.4712 | 34.9712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355634 | 346453 | -167645 | -267055 | -580215 | -87028 |
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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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