Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546080.314 | 536851.954 | 9228.3599 | 33780.8712 | 177685.6539 | -143904.7828 |
Total P&L (%) | 546.0803 | 536.852 | 9.2284 | 33.7809 | 177.6857 | -143.9048 |
Avg Daily Profit (%) | 0.2815 | 0.2768 | 0.0048 | 0.015 | 0.0527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126869 | -102097 | -121459 | -206157 | -161843 | -228062 |
Profit Factor | 1.498 | 2.0851 | 1.0153 | 1.0241 | 1.2968 | 0.8202 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 66 | 23 | 43 | 66 | 23 | 43 |
Losing Trades | 108 | 64 | 44 | 108 | 64 | 44 |
Profitability (%) | 37.931 | 26.4368 | 49.4253 | 37.931 | 26.4368 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.4512 | 5.8021 | 1.0389 | 1.6759 | 3.6084 | 0.8393 |
Largest Winning Trade | 310817 | 310817 | 48901 | 202183 | 202183 | 63685 |
Largest Losing Trade | -58979 | -26608 | -58979 | -94551 | -30240 | -94551 |
Avg Bars in Trades | 132 | 118 | 146 | 132 | 118 | 146 |
Avg Bars in Winners | 234 | 246 | 227 | 234 | 246 | 227 |
Avg Bars in Losers | 70 | 73 | 66 | 70 | 73 | 66 |
Bars Traded | 23080 | 10343 | 12737 | 23080 | 10343 | 12737 |
Profit Streak | 34.0734 | 36.1567 | 34.0734 | 34.0734 | 36.1567 | 34.0734 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300634 | -10601 | -555904 | -371220 | -144663 | -580781 |
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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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