Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434617.3978 | 362842.4626 | 71774.9352 | 276044.8286 | -37545.1113 | 313589.9399 |
Total P&L (%) | 434.6174 | 362.8425 | 71.7749 | 276.0448 | -37.5451 | 313.5899 |
Avg Daily Profit (%) | 0.1891 | 0.1578 | 0.0312 | 0.0576 | -0.0205 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180088 | -191619 | -83098 | -1987871 | -1932934 | -337696 |
Profit Factor | 1.5322 | 1.7368 | 1.2214 | 1.0622 | 0.9871 | 1.204 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 58.3851 | 58.75 | 58.0247 | 58.3851 | 58.75 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.0921 | 1.2195 | 0.8835 | 0.7571 | 0.693 | 0.871 |
Largest Winning Trade | 89370 | 89370 | 31977 | 634755 | 634755 | 265389 |
Largest Losing Trade | -60734 | -60734 | -42118 | -679634 | -679634 | -214559 |
Avg Bars in Trades | 78 | 139 | 17 | 78 | 139 | 17 |
Avg Bars in Winners | 44 | 68 | 19 | 44 | 68 | 19 |
Avg Bars in Losers | 126 | 241 | 14 | 126 | 241 | 14 |
Bars Traded | 12612 | 11197 | 1415 | 12612 | 11197 | 1415 |
Profit Streak | 137.9057 | 161.0724 | 137.9057 | 137.9057 | 161.0724 | 137.9057 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446690 | -7192 | -162247 | -266336 | -597412 | -121612 |
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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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