Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508152.9977 | 419909.1209 | 88243.8768 | 172704.3195 | 346895.6411 | -174191.3215 |
Total P&L (%) | 508.153 | 419.9091 | 88.2439 | 172.7043 | 346.8956 | -174.1913 |
Avg Daily Profit (%) | 0.2215 | 0.183 | 0.0385 | 0.0437 | 0.0653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162608 | -198323 | -105323 | -416710 | -416714 | -322067 |
Profit Factor | 1.5457 | 1.8259 | 1.2087 | 1.0828 | 1.3069 | 0.8175 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 41.4201 | 37.6471 | 45.2381 | 41.4201 | 37.6471 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.1861 | 3.0242 | 1.4632 | 1.5315 | 2.1645 | 0.9896 |
Largest Winning Trade | 175926 | 175926 | 58327 | 296719 | 296719 | 97741 |
Largest Losing Trade | -43468 | -43468 | -32130 | -126132 | -119568 | -126132 |
Avg Bars in Trades | 52 | 44 | 61 | 52 | 44 | 61 |
Avg Bars in Winners | 79 | 58 | 97 | 79 | 58 | 97 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 8955 | 3802 | 5153 | 8955 | 3802 | 5153 |
Profit Streak | 12.2366 | 12.2366 | 50.2366 | 12.2366 | 12.2366 | 50.2366 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343857 | 231456 | -143187 | -264142 | -109042 | -581968 |
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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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