Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287690.2808 | 303329.3087 | -15639.0279 | -75159.2243 | 104059.4489 | -179218.6732 |
Total P&L (%) | 287.6903 | 303.3293 | -15.639 | -75.1592 | 104.0594 | -179.2187 |
Avg Daily Profit (%) | 0.1625 | 0.1713 | -0.0088 | -0.0786 | 0.0403 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158669 | -138817 | -89182 | -966184 | -928045 | -515594 |
Profit Factor | 1.3421 | 1.536 | 0.9432 | 0.9711 | 1.0574 | 0.7727 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 175 | 96 | 79 | 175 | 96 | 79 |
Losing Trades | 64 | 23 | 41 | 64 | 23 | 41 |
Profitability (%) | 73.2218 | 80.6723 | 65.8333 | 73.2218 | 80.6723 | 65.8333 |
Ratio Avg Win / Avg Loss | 0.4908 | 0.368 | 0.4895 | 0.3551 | 0.2533 | 0.401 |
Largest Winning Trade | 55720 | 55720 | 11498 | 146506 | 146506 | 54629 |
Largest Losing Trade | -80608 | -80608 | -73806 | -515594 | -510903 | -515594 |
Avg Bars in Trades | 43 | 81 | 6 | 43 | 81 | 6 |
Avg Bars in Winners | 14 | 24 | 3 | 14 | 24 | 3 |
Avg Bars in Losers | 123 | 322 | 12 | 123 | 322 | 12 |
Bars Traded | 10476 | 9729 | 747 | 10476 | 9729 | 747 |
Profit Streak | 17.3991 | 17.3991 | 69.8991 | 17.3991 | 17.3991 | 69.8991 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427600 | 457454 | -577098 | -574875 | -292640 | -577098 |
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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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