Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383975.4472 | 306215.5161 | 77759.9311 | 28960.0335 | -455.0911 | 29415.1246 |
Total P&L (%) | 383.9754 | 306.2155 | 77.7599 | 28.96 | -0.4551 | 29.4151 |
Avg Daily Profit (%) | 0.2003 | 0.1597 | 0.0406 | 0.0133 | -0.0002 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173836 | -118951 | -88824 | -392579 | -287221 | -230495 |
Profit Factor | 1.4818 | 1.831 | 1.1815 | 1.02 | 0.9994 | 1.0398 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 50.2674 | 47.3118 | 53.1915 | 50.2674 | 47.3118 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.4661 | 2.0391 | 1.0397 | 1.0091 | 1.1129 | 0.915 |
Largest Winning Trade | 308000 | 308000 | 65514 | 205779 | 205779 | 96357 |
Largest Losing Trade | -49113 | -33670 | -49113 | -168068 | -97146 | -168068 |
Avg Bars in Trades | 29 | 23 | 34 | 29 | 23 | 34 |
Avg Bars in Winners | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Losers | 21 | 19 | 25 | 21 | 19 | 25 |
Bars Traded | 5477 | 2193 | 3284 | 5477 | 2193 | 3284 |
Profit Streak | 13.4216 | 15.0883 | 13.4216 | 13.4216 | 15.0883 | 13.4216 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420285 | 386993 | -158413 | -374034 | -579112 | -355235 |
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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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