Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310552.871 | 253966.2814 | 56586.5896 | -6403.4022 | -105468.452 | 99065.0498 |
Total P&L (%) | 310.5529 | 253.9663 | 56.5866 | -6.4034 | -105.4685 | 99.0651 |
Avg Daily Profit (%) | 0.1611 | 0.1317 | 0.0294 | -0.0034 | 0 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112728 | -138905 | -42482 | -281104 | -320024 | -66017 |
Profit Factor | 1.3642 | 1.3964 | 1.2669 | 0.9952 | 0.8983 | 1.3297 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 49.1525 | 42.0455 | 56.1798 | 49.1525 | 42.0455 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.4113 | 1.9248 | 0.9882 | 1.0295 | 1.2383 | 1.0372 |
Largest Winning Trade | 166572 | 166572 | 17226 | 116989 | 116989 | 35920 |
Largest Losing Trade | -44830 | -44830 | -26573 | -96203 | -96203 | -40602 |
Avg Bars in Trades | 31 | 58 | 5 | 31 | 58 | 5 |
Avg Bars in Winners | 31 | 66 | 4 | 31 | 66 | 4 |
Avg Bars in Losers | 32 | 53 | 6 | 32 | 53 | 6 |
Bars Traded | 5660 | 5177 | 483 | 5660 | 5177 | 483 |
Profit Streak | 5.2506 | 0 | 42.2506 | 5.2506 | 0 | 42.2506 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326670 | -18770 | -155031 | -577802 | -582523 | -143599 |
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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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