Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327984.6608 | 377253.3282 | -49268.6674 | -85906.9533 | 556510.649 | -642417.6024 |
Total P&L (%) | 327.9847 | 377.2533 | -49.2687 | -85.907 | 556.5106 | -642.4176 |
Avg Daily Profit (%) | 0.1777 | 0.2044 | -0.0267 | -0.1061 | 0.102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313850 | -227357 | -131810 | -1523247 | -861459 | -717329 |
Profit Factor | 1.3095 | 1.5474 | 0.867 | 0.9559 | 1.5009 | 0.231 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 52.1739 | 47.5 | 56.7901 | 52.1739 | 47.5 | 56.7901 |
Ratio Avg Win / Avg Loss | 1.2004 | 1.7103 | 0.6597 | 0.8762 | 1.6589 | 0.1758 |
Largest Winning Trade | 288645 | 288645 | 21850 | 1117149 | 1117149 | 26329 |
Largest Losing Trade | -62292 | -61352 | -62292 | -652438 | -483131 | -652438 |
Avg Bars in Trades | 132 | 190 | 75 | 132 | 190 | 75 |
Avg Bars in Winners | 113 | 177 | 60 | 113 | 177 | 60 |
Avg Bars in Losers | 153 | 202 | 94 | 153 | 202 | 94 |
Bars Traded | 21334 | 15247 | 6087 | 21334 | 15247 | 6087 |
Profit Streak | 42.394 | 49.3107 | 42.394 | 42.394 | 49.3107 | 42.394 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348667 | -9501 | -591304 | -578665 | -73829 | -591304 |
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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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