Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355796.2255 | 229012.5618 | 126783.6637 | -15248.1204 | -21455.3659 | 6207.2455 |
Total P&L (%) | 355.7962 | 229.0126 | 126.7837 | -15.2481 | -21.4554 | 6.2072 |
Avg Daily Profit (%) | 0.1864 | 0.12 | 0.0664 | -0.0087 | -0.0127 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142666 | -153676 | -62612 | -338618 | -273303 | -126819 |
Profit Factor | 1.4291 | 1.4158 | 1.4555 | 0.9843 | 0.9658 | 1.018 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 60 | 57.1429 | 62.8205 | 60 | 57.1429 | 62.8205 |
Ratio Avg Win / Avg Loss | 0.9527 | 1.0618 | 0.8614 | 0.6562 | 0.7244 | 0.6025 |
Largest Winning Trade | 172820 | 172820 | 30368 | 89524 | 89524 | 48394 |
Largest Losing Trade | -66231 | -66231 | -62612 | -185909 | -185909 | -122089 |
Avg Bars in Trades | 72 | 117 | 27 | 72 | 117 | 27 |
Avg Bars in Winners | 41 | 66 | 19 | 41 | 66 | 19 |
Avg Bars in Losers | 117 | 185 | 41 | 117 | 185 | 41 |
Bars Traded | 11191 | 9030 | 2161 | 11191 | 9030 | 2161 |
Profit Streak | 28.1802 | 0 | 79.0136 | 28.1802 | 0 | 79.0136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336963 | -72789 | -136554 | -578128 | -621532 | -588416 |
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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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