Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217593.7036 | 274849.0892 | -57255.3856 | -62921.0825 | 1713.7019 | -64634.7844 |
Total P&L (%) | 217.5937 | 274.8491 | -57.2554 | -62.9211 | 1.7137 | -64.6348 |
Avg Daily Profit (%) | 0.2027 | 0.256 | -0.0533 | -0.0924 | 0.0016 | -0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266972 | -146442 | -135571 | -875119 | -508231 | -503343 |
Profit Factor | 1.2929 | 1.7389 | 0.8457 | 0.9755 | 1.0013 | 0.9476 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 50 | 47.1264 | 52.8736 | 50 | 47.1264 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.2929 | 1.9509 | 0.7537 | 0.9755 | 1.1234 | 0.8446 |
Largest Winning Trade | 372736 | 372736 | 39792 | 372736 | 372736 | 177173 |
Largest Losing Trade | -35068 | -29846 | -35068 | -210513 | -166590 | -210513 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 19 | 24 | 14 | 19 | 24 | 14 |
Bars Traded | 2971 | 1710 | 1261 | 2971 | 1710 | 1261 |
Profit Streak | 15.3132 | 26.3132 | 15.3132 | 15.3132 | 26.3132 | 15.3132 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358019 | 405085 | -579865 | -578517 | -575735 | -579865 |
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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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