Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337649.7821 | 319258.7082 | 18391.0739 | 10251.8212 | 139385.3637 | -129133.5425 |
Total P&L (%) | 337.6498 | 319.2587 | 18.3911 | 10.2518 | 139.3854 | -129.1335 |
Avg Daily Profit (%) | 0.154 | 0.1456 | 0.0084 | 0.0045 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174785 | -111416 | -138510 | -239006 | -110448 | -204404 |
Profit Factor | 1.3148 | 1.6326 | 1.0324 | 1.0094 | 1.2905 | 0.7871 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 50.9174 | 46.789 | 55.0459 | 50.9174 | 46.789 | 55.0459 |
Ratio Avg Win / Avg Loss | 1.2675 | 1.8567 | 0.8431 | 0.9731 | 1.4676 | 0.6428 |
Largest Winning Trade | 158165 | 158165 | 34713 | 74973 | 74973 | 58730 |
Largest Losing Trade | -43349 | -43119 | -43349 | -110448 | -110448 | -62477 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 39 | 44 | 36 | 39 | 44 | 36 |
Avg Bars in Losers | 38 | 40 | 37 | 38 | 40 | 37 |
Bars Traded | 8563 | 4579 | 3983 | 8563 | 4579 | 3983 |
Profit Streak | 44.3417 | 57.3417 | 44.3417 | 44.3417 | 57.3417 | 44.3417 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347394 | 125466 | -375201 | -554381 | -140637 | -579833 |
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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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