Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182947.9859 | 157903.1647 | 25044.8212 | 115284.501 | 138279.5758 | -22995.0748 |
Total P&L (%) | 182.948 | 157.9032 | 25.0448 | 115.2845 | 138.2796 | -22.9951 |
Avg Daily Profit (%) | 0.1756 | 0.1516 | 0.024 | 0.0736 | 0.0834 | -0.0251 |
Buy And Hold Return (%) | 24.1 | 24.1 | 24.1 | 24.1 | 24.1 | 24.1 |
Max Trade Drawdown | -110884 | -89980 | -59909 | -351219 | -265976 | -138503 |
Profit Factor | 1.2228 | 1.3039 | 1.0831 | 1.0729 | 1.1358 | 0.9592 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 217 | 105 | 112 | 217 | 105 | 112 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 58.6486 | 56.7568 | 60.5405 | 58.6486 | 56.7568 | 60.5405 |
Ratio Avg Win / Avg Loss | 0.8622 | 0.9935 | 0.7059 | 0.7565 | 0.8654 | 0.6252 |
Largest Winning Trade | 46063 | 46063 | 16054 | 94627 | 94627 | 18074 |
Largest Losing Trade | -37339 | -37339 | -23884 | -111454 | -111454 | -57026 |
Avg Bars in Trades | 66 | 100 | 33 | 66 | 100 | 33 |
Avg Bars in Winners | 49 | 71 | 29 | 49 | 71 | 29 |
Avg Bars in Losers | 91 | 138 | 38 | 91 | 138 | 38 |
Bars Traded | 24763 | 18598 | 6165 | 24763 | 18598 | 6165 |
Profit Streak | 10.9019 | 10.9019 | 58.5686 | 10.9019 | 10.9019 | 58.5686 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357927 | 262158 | -441790 | -233577 | -153313 | -577405 |
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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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