Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544092.1201 | 461955.445 | 82136.6752 | 156116.6165 | 123981.8569 | 32134.7596 |
Total P&L (%) | 544.0921 | 461.9554 | 82.1367 | 156.1166 | 123.9819 | 32.1348 |
Avg Daily Profit (%) | 0.3413 | 0.2898 | 0.0515 | 0.059 | 0.0506 | 0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123230 | -135214 | -92496 | -532694 | -475912 | -305857 |
Profit Factor | 1.5645 | 1.9357 | 1.1747 | 1.0529 | 1.0871 | 1.021 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 42.0765 | 34.7826 | 49.4505 | 42.0765 | 34.7826 | 49.4505 |
Ratio Avg Win / Avg Loss | 2.1538 | 3.6294 | 1.2008 | 1.4494 | 2.0383 | 1.0437 |
Largest Winning Trade | 281735 | 281735 | 54661 | 242291 | 242291 | 169704 |
Largest Losing Trade | -46671 | -29171 | -46671 | -164062 | -88999 | -164062 |
Avg Bars in Trades | 102 | 86 | 118 | 102 | 86 | 118 |
Avg Bars in Winners | 152 | 132 | 166 | 152 | 132 | 166 |
Avg Bars in Losers | 66 | 62 | 72 | 66 | 62 | 72 |
Bars Traded | 18810 | 8000 | 10810 | 18810 | 8000 | 10810 |
Profit Streak | 40.9767 | 40.9767 | 107.81 | 40.9767 | 40.9767 | 107.81 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393179 | 229952 | -151591 | -277635 | -254623 | -369012 |
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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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