Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298045.1703 | 239237.7172 | 58807.4531 | -66896.4676 | -11753.2352 | -55143.2324 |
Total P&L (%) | 298.0452 | 239.2377 | 58.8075 | -66.8965 | -11.7532 | -55.1432 |
Avg Daily Profit (%) | 0.2415 | 0.1938 | 0.0476 | -0.0895 | -0.0101 | -0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115568 | -71680 | -120711 | -119414 | -24336 | -103484 |
Profit Factor | 1.3624 | 1.6947 | 1.123 | 0.7557 | 0.8844 | 0.6797 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 70.2857 | 68.9655 | 71.5909 | 70.2857 | 68.9655 | 71.5909 |
Ratio Avg Win / Avg Loss | 0.576 | 0.7626 | 0.4456 | 0.3195 | 0.398 | 0.2697 |
Largest Winning Trade | 39690 | 39690 | 25865 | 24156 | 4993 | 24156 |
Largest Losing Trade | -88464 | -40447 | -88464 | -74395 | -47541 | -74395 |
Avg Bars in Trades | 83 | 92 | 75 | 83 | 92 | 75 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 159 | 176 | 140 | 159 | 176 | 140 |
Bars Traded | 14659 | 8012 | 6647 | 14659 | 8012 | 6647 |
Profit Streak | 15.8451 | 15.8451 | 39.8451 | 15.8451 | 15.8451 | 39.8451 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424977 | 395841 | -212696 | -575747 | -577506 | -576592 |
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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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