Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201615.7676 | 39296.9817 | 162318.7859 | 35025.9365 | -323676.2106 | 358702.1472 |
Total P&L (%) | 201.6158 | 39.297 | 162.3188 | 35.0259 | -323.6762 | 358.7021 |
Avg Daily Profit (%) | 0.1952 | 0.0381 | 0.1572 | 0.0291 | 0 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140905 | -148176 | -48178 | -748857 | -819715 | -290361 |
Profit Factor | 1.2329 | 1.0832 | 1.4124 | 1.0114 | 0.8199 | 1.2842 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 53.0726 | 46.0674 | 60 | 53.0726 | 46.0674 | 60 |
Ratio Avg Win / Avg Loss | 1.0901 | 1.2682 | 0.9416 | 0.8943 | 0.9599 | 0.8561 |
Largest Winning Trade | 48810 | 48810 | 35837 | 199896 | 199896 | 120521 |
Largest Losing Trade | -33841 | -33841 | -23139 | -217705 | -217705 | -133241 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4104 | 2047 | 2057 | 4104 | 2047 | 2057 |
Profit Streak | 16.8706 | 22.6206 | 16.8706 | 16.8706 | 22.6206 | 16.8706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357676 | -274363 | 294886 | -363614 | -581798 | 149359 |
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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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