Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291737.6641 | 306888.3089 | -15150.6447 | -29510.4733 | 11570.3931 | -41080.8664 |
Total P&L (%) | 291.7377 | 306.8883 | -15.1506 | -29.5105 | 11.5704 | -41.0809 |
Avg Daily Profit (%) | 0.2346 | 0.2468 | -0.0122 | -0.0281 | 0.0088 | -0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157778 | -126130 | -41581 | -215737 | -171905 | -74390 |
Profit Factor | 1.5113 | 1.7074 | 0.8892 | 0.954 | 1.0233 | 0.7181 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 49.6183 | 43.0769 | 56.0606 | 49.6183 | 43.0769 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.5346 | 2.2561 | 0.6969 | 0.9687 | 1.3523 | 0.5628 |
Largest Winning Trade | 237772 | 237772 | 13540 | 143175 | 143175 | 10947 |
Largest Losing Trade | -56547 | -56547 | -23393 | -57432 | -57432 | -23919 |
Avg Bars in Trades | 111 | 208 | 14 | 111 | 208 | 14 |
Avg Bars in Winners | 116 | 250 | 14 | 116 | 250 | 14 |
Avg Bars in Losers | 106 | 176 | 16 | 106 | 176 | 16 |
Bars Traded | 14558 | 13569 | 989 | 14558 | 13569 | 989 |
Profit Streak | 95.8733 | 100.3733 | 95.8733 | 95.8733 | 100.3733 | 95.8733 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432030 | -122037 | -702936 | -579180 | -626130 | -702936 |
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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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