Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306151.6853 | 383199.601 | -77047.9157 | -94866.0107 | -17099.7916 | -77766.2191 |
Total P&L (%) | 306.1517 | 383.1996 | -77.0479 | -94.866 | -17.0998 | -77.7662 |
Avg Daily Profit (%) | 0.1633 | 0.2044 | -0.0411 | -0.1583 | -0.01 | -0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312862 | -189449 | -161392 | -1573050 | -1021645 | -555532 |
Profit Factor | 1.3953 | 1.9751 | 0.7981 | 0.9684 | 0.9909 | 0.931 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 74.4048 | 71.4286 | 77.381 | 74.4048 | 71.4286 | 77.381 |
Ratio Avg Win / Avg Loss | 0.48 | 0.79 | 0.2333 | 0.3331 | 0.3964 | 0.2721 |
Largest Winning Trade | 445718 | 445718 | 32929 | 445718 | 445718 | 179701 |
Largest Losing Trade | -85207 | -65386 | -85207 | -767620 | -767620 | -458063 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 13 | 16 | 10 | 13 | 16 | 10 |
Avg Bars in Losers | 90 | 102 | 75 | 90 | 102 | 75 |
Bars Traded | 5595 | 3451 | 2144 | 5595 | 3451 | 2144 |
Profit Streak | 60.7355 | 90.0688 | 60.7355 | 60.7355 | 90.0688 | 60.7355 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433709 | 464102 | -575437 | -575037 | -576519 | -575437 |
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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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