Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543819.6845 | 424719.9159 | 119099.7685 | 570652.8238 | 726425.867 | -155773.0432 |
Total P&L (%) | 543.8197 | 424.7199 | 119.0998 | 570.6528 | 726.4259 | -155.773 |
Avg Daily Profit (%) | 0.3072 | 0.2399 | 0.0673 | 0.1076 | 0.1194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145032 | -107455 | -101446 | -741154 | -334315 | -535480 |
Profit Factor | 1.6564 | 2.0334 | 1.2853 | 1.192 | 1.5458 | 0.9051 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 47.2393 | 45.679 | 48.7805 | 47.2393 | 45.679 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.85 | 2.4182 | 1.3496 | 1.3313 | 1.8383 | 0.9504 |
Largest Winning Trade | 218816 | 218816 | 70580 | 485885 | 485885 | 158458 |
Largest Losing Trade | -68131 | -31039 | -68131 | -413625 | -193771 | -413625 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 89 | 81 | 97 | 89 | 81 | 97 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 10399 | 4773 | 5626 | 10399 | 4773 | 5626 |
Profit Streak | 13.6016 | 25.4349 | 13.6016 | 13.6016 | 25.4349 | 13.6016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466169 | -1268 | -107443 | -57481 | -43631 | -585109 |
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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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