Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306652.8129 | 345851.3272 | -39198.5143 | -91885.0615 | 220271.5135 | -312156.575 |
Total P&L (%) | 306.6528 | 345.8513 | -39.1985 | -91.8851 | 220.2715 | -312.1566 |
Avg Daily Profit (%) | 0.1654 | 0.1865 | -0.0211 | -0.1353 | 0.0628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286237 | -171654 | -192560 | -339388 | -78872 | -368638 |
Profit Factor | 1.2452 | 1.645 | 0.9451 | 0.8977 | 1.9043 | 0.523 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 51.4793 | 54.7619 | 48.2353 | 51.4793 | 54.7619 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.1737 | 1.3589 | 1.0143 | 0.8461 | 1.5731 | 0.5613 |
Largest Winning Trade | 134786 | 134786 | 53281 | 87015 | 87015 | 53281 |
Largest Losing Trade | -76756 | -39943 | -76756 | -263145 | -42923 | -263145 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 45 | 51 | 40 | 45 | 51 | 40 |
Bars Traded | 7318 | 3838 | 3479 | 7318 | 3838 | 3479 |
Profit Streak | 29.9538 | 0 | 39.2038 | 29.9538 | 0 | 39.2038 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312882 | 352716 | -579577 | -579160 | -105188 | -581244 |
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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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