Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483599.9451 | 420860.9876 | 62738.9575 | 55056.9423 | 450081.1869 | -395024.2446 |
Total P&L (%) | 483.5999 | 420.861 | 62.739 | 55.0569 | 450.0812 | -395.0242 |
Avg Daily Profit (%) | 0.2447 | 0.213 | 0.0318 | 0.0222 | 0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171424 | -198817 | -168017 | -411788 | -185753 | -569747 |
Profit Factor | 1.4347 | 1.7168 | 1.1194 | 1.0291 | 1.5574 | 0.6367 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 43.9306 | 38.3721 | 49.4253 | 43.9306 | 38.3721 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.8311 | 2.7572 | 1.1454 | 1.3134 | 2.5013 | 0.6515 |
Largest Winning Trade | 130900 | 130900 | 55064 | 252229 | 252229 | 124616 |
Largest Losing Trade | -61856 | -42454 | -61856 | -221533 | -60965 | -221533 |
Avg Bars in Trades | 67 | 75 | 60 | 67 | 75 | 60 |
Avg Bars in Winners | 92 | 103 | 84 | 92 | 103 | 84 |
Avg Bars in Losers | 48 | 57 | 37 | 48 | 57 | 37 |
Bars Traded | 11730 | 6469 | 5261 | 11730 | 6469 | 5261 |
Profit Streak | 492.1864 | 0 | 552.1864 | 492.1864 | 0 | 552.1864 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329454 | 221026 | -239726 | -353637 | -79794 | -580363 |
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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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