Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494229.9004 | 408858.1626 | 85371.7379 | 173309.654 | 785191.1159 | -611881.4619 |
Total P&L (%) | 494.2299 | 408.8582 | 85.3717 | 173.3097 | 785.1911 | -611.8815 |
Avg Daily Profit (%) | 0.2791 | 0.2309 | 0.0482 | 0.0568 | 0.1232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199330 | -143385 | -76082 | -2868324 | -1362182 | -1737047 |
Profit Factor | 1.5834 | 1.6537 | 1.3851 | 1.0248 | 1.1757 | 0.7561 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 52.7273 | 51.2195 | 54.2169 | 52.7273 | 51.2195 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.4196 | 1.5749 | 1.1696 | 0.9188 | 1.1197 | 0.6385 |
Largest Winning Trade | 130921 | 130921 | 31023 | 696333 | 696333 | 322173 |
Largest Losing Trade | -73984 | -73984 | -41361 | -1255258 | -924387 | -1255258 |
Avg Bars in Trades | 41 | 76 | 7 | 41 | 76 | 7 |
Avg Bars in Winners | 29 | 52 | 7 | 29 | 52 | 7 |
Avg Bars in Losers | 55 | 101 | 7 | 55 | 101 | 7 |
Bars Traded | 6862 | 6253 | 609 | 6862 | 6253 | 609 |
Profit Streak | 59.6904 | 59.6904 | 70.9404 | 59.6904 | 59.6904 | 70.9404 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458112 | 261991 | -126040 | -309328 | -59086 | -578908 |
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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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