Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420731.4089 | 296151.2527 | 124580.1562 | 42379.5091 | 315526.4565 | -273146.9475 |
Total P&L (%) | 420.7314 | 296.1513 | 124.5802 | 42.3795 | 315.5265 | -273.1469 |
Avg Daily Profit (%) | 0.1941 | 0.1366 | 0.0575 | 0.0163 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151766 | -91096 | -99183 | -669853 | -379653 | -503293 |
Profit Factor | 1.4958 | 1.7156 | 1.2866 | 1.0157 | 1.2782 | 0.8248 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 55.2326 | 54.6512 | 55.814 | 55.2326 | 54.6512 | 55.814 |
Ratio Avg Win / Avg Loss | 1.2124 | 1.4236 | 1.0186 | 0.8233 | 1.0606 | 0.653 |
Largest Winning Trade | 79971 | 79971 | 44125 | 168981 | 168981 | 111473 |
Largest Losing Trade | -88551 | -46380 | -88551 | -468270 | -170275 | -468270 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 6217 | 2994 | 3223 | 6217 | 2994 | 3223 |
Profit Streak | 47.0532 | 47.0532 | 48.0532 | 47.0532 | 47.0532 | 48.0532 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431193 | -7207 | -114315 | -374839 | -103932 | -578931 |
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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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