Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932182.7082 | 852268.546 | 79914.1622 | 399682.2839 | 93410.8173 | 306271.4665 |
Total P&L (%) | 932.1827 | 852.2685 | 79.9142 | 399.6823 | 93.4108 | 306.2715 |
Avg Daily Profit (%) | 0.4021 | 0.3676 | 0.0345 | 0.0694 | 0.0285 | 0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130707 | -142033 | -185921 | -1064092 | -1044543 | -371718 |
Profit Factor | 1.718 | 2.2216 | 1.133 | 1.1094 | 1.0409 | 1.2234 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 37.3272 | 32.4074 | 42.2018 | 37.3272 | 32.4074 | 42.2018 |
Ratio Avg Win / Avg Loss | 2.8845 | 4.6336 | 1.5518 | 1.8627 | 2.1711 | 1.6755 |
Largest Winning Trade | 443566 | 443566 | 55249 | 928299 | 928299 | 242662 |
Largest Losing Trade | -36793 | -36793 | -32427 | -292815 | -292815 | -230209 |
Avg Bars in Trades | 62 | 72 | 53 | 62 | 72 | 53 |
Avg Bars in Winners | 106 | 129 | 88 | 106 | 129 | 88 |
Avg Bars in Losers | 36 | 44 | 27 | 36 | 44 | 27 |
Bars Traded | 13653 | 7807 | 5846 | 13653 | 7807 | 5846 |
Profit Streak | 14.7516 | 0 | 17.5849 | 14.7516 | 0 | 17.5849 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353420 | 237241 | -222656 | -202547 | -336373 | -114161 |
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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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