Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394541.7099 | 362201.2351 | 32340.4747 | 49193.6463 | -140644.0694 | 189837.7157 |
Total P&L (%) | 394.5417 | 362.2012 | 32.3405 | 49.1936 | -140.6441 | 189.8377 |
Avg Daily Profit (%) | 0.1573 | 0.1444 | 0.0129 | 0.016 | 0 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153694 | -182268 | -45453 | -1071522 | -1245758 | -116565 |
Profit Factor | 1.466 | 1.5957 | 1.1355 | 1.0164 | 0.9396 | 1.2834 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 46.9945 | 47.2527 | 46.7391 | 46.9945 | 47.2527 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.6535 | 1.7812 | 1.294 | 1.1464 | 1.0489 | 1.4625 |
Largest Winning Trade | 148801 | 148801 | 32703 | 719864 | 719864 | 254929 |
Largest Losing Trade | -55302 | -55302 | -13372 | -325185 | -325185 | -89950 |
Avg Bars in Trades | 80 | 148 | 12 | 80 | 148 | 12 |
Avg Bars in Winners | 95 | 175 | 15 | 95 | 175 | 15 |
Avg Bars in Losers | 67 | 125 | 9 | 67 | 125 | 9 |
Bars Traded | 14696 | 13549 | 1147 | 14696 | 13549 | 1147 |
Profit Streak | 10.083 | 10.083 | 28.083 | 10.083 | 10.083 | 28.083 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388689 | 73745 | -250268 | -374091 | -579829 | -136523 |
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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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