Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324452.0378 | 347399.846 | -22947.8082 | -65034.4209 | 7480.1402 | -72514.5611 |
Total P&L (%) | 324.452 | 347.3998 | -22.9478 | -65.0344 | 7.4801 | -72.5146 |
Avg Daily Profit (%) | 0.175 | 0.1874 | -0.0124 | -0.0567 | 0.0039 | -0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176346 | -160787 | -63744 | -636096 | -593955 | -113588 |
Profit Factor | 1.4313 | 1.5581 | 0.8232 | 0.9449 | 1.0075 | 0.5958 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 61.5385 | 65.5172 | 57.6271 | 61.5385 | 65.5172 | 57.6271 |
Ratio Avg Win / Avg Loss | 0.8946 | 0.8201 | 0.6053 | 0.5905 | 0.5303 | 0.4381 |
Largest Winning Trade | 132796 | 132796 | 12242 | 226808 | 226808 | 18840 |
Largest Losing Trade | -65781 | -65781 | -50871 | -411574 | -411574 | -71807 |
Avg Bars in Trades | 178 | 354 | 5 | 178 | 354 | 5 |
Avg Bars in Winners | 113 | 210 | 4 | 113 | 210 | 4 |
Avg Bars in Losers | 282 | 627 | 6 | 282 | 627 | 6 |
Bars Traded | 20854 | 20551 | 303 | 20854 | 20551 | 303 |
Profit Streak | 46.5443 | 47.1277 | 46.5443 | 46.5443 | 47.1277 | 46.5443 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339188 | -169976 | -755633 | -577983 | -744845 | -755633 |
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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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