Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276539.7026 | 213942.2881 | 62597.4146 | 6997.6054 | 300275.1204 | -293277.515 |
Total P&L (%) | 276.5397 | 213.9423 | 62.5974 | 6.9976 | 300.2751 | -293.2775 |
Avg Daily Profit (%) | 0.1939 | 0.15 | 0.0439 | 0.0047 | 0.0973 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124273 | -50978 | -103960 | -763354 | -178179 | -649964 |
Profit Factor | 1.4812 | 1.9223 | 1.1826 | 1.0038 | 1.4807 | 0.7605 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 81.0056 | 77.5281 | 84.4444 | 81.0056 | 77.5281 | 84.4444 |
Ratio Avg Win / Avg Loss | 0.3473 | 0.5572 | 0.2179 | 0.2354 | 0.4292 | 0.1401 |
Largest Winning Trade | 35341 | 35341 | 23870 | 80482 | 71510 | 80482 |
Largest Losing Trade | -82519 | -50978 | -82519 | -635020 | -178179 | -635020 |
Avg Bars in Trades | 14 | 17 | 12 | 14 | 17 | 12 |
Avg Bars in Winners | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 2640 | 1519 | 1121 | 2640 | 1519 | 1121 |
Profit Streak | 24.0901 | 24.0901 | 64.5901 | 24.0901 | 24.0901 | 64.5901 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505376 | 447077 | -150048 | -563345 | -59184 | -574774 |
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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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