Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354515.1253 | 267321.3578 | 87193.7675 | 190585.5881 | -389507.8544 | 580093.4425 |
Total P&L (%) | 354.5151 | 267.3214 | 87.1938 | 190.5856 | -389.5079 | 580.0934 |
Avg Daily Profit (%) | 0.2224 | 0.1677 | 0.0547 | 0.0669 | 0 | 0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197708 | -171680 | -60013 | -935999 | -1042021 | -137270 |
Profit Factor | 1.4261 | 1.5733 | 1.2384 | 1.0582 | 0.8321 | 1.6091 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Losing Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Profitability (%) | 55.418 | 57.764 | 53.0864 | 55.418 | 57.764 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.1473 | 1.1504 | 1.0944 | 0.8513 | 0.6084 | 1.422 |
Largest Winning Trade | 67133 | 67133 | 20328 | 201411 | 201411 | 89463 |
Largest Losing Trade | -68432 | -68432 | -30656 | -493481 | -493481 | -85644 |
Avg Bars in Trades | 27 | 48 | 5 | 27 | 48 | 5 |
Avg Bars in Winners | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Losers | 45 | 89 | 5 | 45 | 89 | 5 |
Bars Traded | 8792 | 7860 | 932 | 8792 | 7860 | 932 |
Profit Streak | 45.381 | 61.2144 | 45.381 | 45.381 | 61.2144 | 45.381 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443660 | 424255 | -118644 | -258031 | -578092 | -28491 |
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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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