Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356246.2817 | 122621.925 | 233624.3568 | 527673.6176 | -80832.0498 | 608505.6674 |
Total P&L (%) | 356.2463 | 122.6219 | 233.6244 | 527.6736 | -80.8321 | 608.5057 |
Avg Daily Profit (%) | 0.2216 | 0.0763 | 0.1453 | 0.1143 | -0.1027 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111977 | -86769 | -61713 | -1577799 | -1161087 | -653268 |
Profit Factor | 1.4048 | 1.2713 | 1.5457 | 1.1001 | 0.9708 | 1.2428 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 153 | 58 | 95 | 153 | 58 | 95 |
Losing Trades | 193 | 115 | 78 | 193 | 115 | 78 |
Profitability (%) | 44.2197 | 33.526 | 54.9133 | 44.2197 | 33.526 | 54.9133 |
Ratio Avg Win / Avg Loss | 1.7721 | 2.5207 | 1.2691 | 1.3877 | 1.9248 | 1.0204 |
Largest Winning Trade | 100084 | 100084 | 56203 | 412622 | 397449 | 412622 |
Largest Losing Trade | -32639 | -15880 | -32639 | -288434 | -254310 | -288434 |
Avg Bars in Trades | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Winners | 79 | 72 | 84 | 79 | 72 | 84 |
Avg Bars in Losers | 34 | 30 | 41 | 34 | 30 | 41 |
Bars Traded | 18965 | 7694 | 11271 | 18965 | 7694 | 11271 |
Profit Streak | 14.6099 | 0 | 15.0266 | 14.6099 | 0 | 15.0266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352536 | -96123 | 149449 | -150236 | -584056 | -28561 |
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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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