Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727084.9559 | 607661.477 | 119423.4789 | 172086.4689 | 225947.5146 | -53861.0457 |
Total P&L (%) | 727.085 | 607.6615 | 119.4235 | 172.0865 | 225.9475 | -53.861 |
Avg Daily Profit (%) | 0.4519 | 0.3776 | 0.0742 | 0.0622 | 0.0735 | -0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168323 | -118480 | -134516 | -271820 | -180152 | -288345 |
Profit Factor | 1.9219 | 2.2815 | 1.3798 | 1.147 | 1.3639 | 0.902 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 51.7544 | 40.3509 | 63.1579 | 51.7544 | 40.3509 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7916 | 3.3726 | 0.8049 | 1.0692 | 2.0162 | 0.5262 |
Largest Winning Trade | 387540 | 387540 | 56065 | 225613 | 225613 | 67813 |
Largest Losing Trade | -73515 | -40587 | -73515 | -209882 | -84271 | -209882 |
Avg Bars in Trades | 166 | 176 | 156 | 166 | 176 | 156 |
Avg Bars in Winners | 192 | 229 | 168 | 192 | 229 | 168 |
Avg Bars in Losers | 138 | 140 | 135 | 138 | 140 | 135 |
Bars Traded | 18999 | 10067 | 8932 | 18999 | 10067 | 8932 |
Profit Streak | 15.2487 | 0 | 28.6654 | 15.2487 | 0 | 28.6654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538358 | -169908 | -272753 | -167561 | -277084 | -758587 |
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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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