Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436830.4252 | 479339.4838 | -42509.0586 | -36169.0037 | 116542.3106 | -152711.3144 |
Total P&L (%) | 436.8304 | 479.3395 | -42.5091 | -36.169 | 116.5423 | -152.7113 |
Avg Daily Profit (%) | 0.234 | 0.2567 | -0.0228 | -0.024 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159696 | -94668 | -159876 | -137897 | -72899 | -120947 |
Profit Factor | 1.413 | 2.0155 | 0.9274 | 0.9519 | 1.3795 | 0.6571 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 46.6258 | 37.8049 | 55.5556 | 46.6258 | 37.8049 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6176 | 3.3158 | 0.7419 | 1.0897 | 2.2695 | 0.5257 |
Largest Winning Trade | 286138 | 286138 | 41957 | 88187 | 88187 | 25376 |
Largest Losing Trade | -49254 | -31358 | -49254 | -58281 | -47040 | -58281 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3571 | 1599 | 1972 | 3571 | 1599 | 1972 |
Profit Streak | 5.7363 | 5.7363 | 76.7363 | 5.7363 | 5.7363 | 76.7363 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388441 | 133752 | -590367 | -578118 | -144158 | -590367 |
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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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