Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433677.2865 | 413842.1465 | 19835.1399 | 53365.4369 | -52093.9283 | 105459.3652 |
Total P&L (%) | 433.6773 | 413.8421 | 19.8351 | 53.3654 | -52.0939 | 105.4594 |
Avg Daily Profit (%) | 0.2082 | 0.1986 | 0.0095 | 0.0205 | -0.0353 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99685 | -99343 | -23415 | -1258530 | -1176431 | -191041 |
Profit Factor | 1.6295 | 1.729 | 1.1636 | 1.015 | 0.9829 | 1.2103 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 64.4068 | 65.9091 | 62.9213 | 64.4068 | 65.9091 | 62.9213 |
Ratio Avg Win / Avg Loss | 0.9005 | 0.8943 | 0.6857 | 0.5609 | 0.5084 | 0.7132 |
Largest Winning Trade | 266373 | 266373 | 9278 | 423907 | 423907 | 116633 |
Largest Losing Trade | -74368 | -74368 | -14234 | -774596 | -774596 | -114204 |
Avg Bars in Trades | 137 | 270 | 5 | 137 | 270 | 5 |
Avg Bars in Winners | 85 | 161 | 5 | 85 | 161 | 5 |
Avg Bars in Losers | 231 | 479 | 6 | 231 | 479 | 6 |
Bars Traded | 24294 | 23767 | 526 | 24294 | 23767 | 526 |
Profit Streak | 48.2497 | 48.2497 | 81.3331 | 48.2497 | 48.2497 | 81.3331 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439566 | 384897 | -226065 | -367985 | -578195 | -145516 |
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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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