Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569260.9672 | 466461.372 | 102799.5952 | 700376.4133 | 810197.4056 | -109820.9922 |
Total P&L (%) | 569.261 | 466.4614 | 102.7996 | 700.3764 | 810.1974 | -109.821 |
Avg Daily Profit (%) | 0.3518 | 0.2883 | 0.0635 | 0.1286 | 0.1366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159350 | -147363 | -90107 | -1950093 | -1383611 | -1275069 |
Profit Factor | 1.6265 | 1.9998 | 1.2325 | 1.0961 | 1.2164 | 0.969 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 38.5093 | 30.8642 | 46.25 | 38.5093 | 30.8642 | 46.25 |
Ratio Avg Win / Avg Loss | 2.5972 | 4.4796 | 1.4324 | 1.7502 | 2.7246 | 1.1261 |
Largest Winning Trade | 214966 | 214966 | 51099 | 791350 | 791350 | 522448 |
Largest Losing Trade | -35190 | -25022 | -35190 | -456363 | -290692 | -456363 |
Avg Bars in Trades | 118 | 116 | 119 | 118 | 116 | 119 |
Avg Bars in Winners | 196 | 218 | 182 | 196 | 218 | 182 |
Avg Bars in Losers | 68 | 71 | 64 | 68 | 71 | 64 |
Bars Traded | 19009 | 9476 | 9533 | 19009 | 9476 | 9533 |
Profit Streak | 508.9749 | 514.8083 | 0 | 508.9749 | 514.8083 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337462 | -6640 | -129337 | -137636 | -28404 | -600027 |
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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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