Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699046.3598 | 660897.4574 | 38148.9024 | -13504.6956 | -127768.3743 | 114263.6787 |
Total P&L (%) | 699.0464 | 660.8975 | 38.1489 | -13.5047 | -127.7684 | 114.2637 |
Avg Daily Profit (%) | 0.4371 | 0.4133 | 0.0239 | -0.0091 | 0 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237352 | -153234 | -197215 | -1426982 | -689203 | -905845 |
Profit Factor | 1.6692 | 2.1563 | 1.0806 | 0.9954 | 0.9163 | 1.0821 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 36.4532 | 31.3725 | 41.5842 | 36.4532 | 31.3725 | 41.5842 |
Ratio Avg Win / Avg Loss | 2.9097 | 4.7169 | 1.518 | 1.7352 | 2.0044 | 1.5201 |
Largest Winning Trade | 501410 | 501410 | 54185 | 517580 | 298674 | 517580 |
Largest Losing Trade | -71108 | -44632 | -71108 | -375304 | -194730 | -375304 |
Avg Bars in Trades | 92 | 85 | 100 | 92 | 85 | 100 |
Avg Bars in Winners | 174 | 168 | 178 | 174 | 168 | 178 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 18861 | 8678 | 10183 | 18861 | 8678 | 10183 |
Profit Streak | 21.2972 | 41.7139 | 0 | 21.2972 | 41.7139 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344587 | 251508 | -297662 | -581654 | -584976 | -261883 |
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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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