Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323213.8466 | 279449.2666 | 43764.58 | 130088.4641 | -97298.2089 | 227386.6731 |
Total P&L (%) | 323.2138 | 279.4493 | 43.7646 | 130.0885 | -97.2982 | 227.3867 |
Avg Daily Profit (%) | 0.1551 | 0.1341 | 0.021 | 0.04 | -0.1732 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106424 | -94430 | -37962 | -1051741 | -1112266 | -111719 |
Profit Factor | 1.4683 | 1.5236 | 1.2797 | 1.0377 | 0.9667 | 1.4304 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 72.3757 | 70 | 74.7253 | 72.3757 | 70 | 74.7253 |
Ratio Avg Win / Avg Loss | 0.5604 | 0.653 | 0.4329 | 0.3961 | 0.4143 | 0.4838 |
Largest Winning Trade | 84669 | 84669 | 10414 | 508104 | 508104 | 100030 |
Largest Losing Trade | -72507 | -72507 | -26330 | -848137 | -848137 | -83561 |
Avg Bars in Trades | 134 | 257 | 12 | 134 | 257 | 12 |
Avg Bars in Winners | 49 | 94 | 6 | 49 | 94 | 6 |
Avg Bars in Losers | 356 | 637 | 27 | 356 | 637 | 27 |
Bars Traded | 24281 | 23181 | 1100 | 24281 | 23181 | 1100 |
Profit Streak | 51.5519 | 51.5519 | 79.3019 | 51.5519 | 51.5519 | 79.3019 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429993 | -11054 | -163572 | -314877 | -577657 | -112850 |
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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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