Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644584.5275 | 529025.9177 | 115558.6098 | 761932.084 | -337269.6354 | 1099201.7194 |
Total P&L (%) | 644.5845 | 529.0259 | 115.5586 | 761.9321 | -337.2696 | 1099.2017 |
Avg Daily Profit (%) | 0.3094 | 0.2539 | 0.0555 | 0.1034 | 0 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111457 | -75704 | -152436 | -1043448 | -1107674 | -354667 |
Profit Factor | 1.7133 | 2.1859 | 1.2526 | 1.2012 | 0.8527 | 1.7343 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 36.8421 | 30.5882 | 43.0233 | 36.8421 | 30.5882 | 43.0233 |
Ratio Avg Win / Avg Loss | 2.9371 | 4.9603 | 1.6588 | 2.0592 | 1.935 | 2.2968 |
Largest Winning Trade | 244609 | 244609 | 67150 | 605544 | 605544 | 513077 |
Largest Losing Trade | -35043 | -17745 | -35043 | -248220 | -248220 | -147087 |
Avg Bars in Trades | 144 | 127 | 160 | 144 | 127 | 160 |
Avg Bars in Winners | 261 | 253 | 267 | 261 | 253 | 267 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 24645 | 10867 | 13778 | 24645 | 10867 | 13778 |
Profit Streak | 17.3946 | 0 | 28.6446 | 17.3946 | 0 | 28.6446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308405 | 172148 | -120440 | -57523 | -585875 | -32512 |
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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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