Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425468.4173 | 250814.046 | 174654.3712 | 720966.9637 | 502622.603 | 218344.3607 |
Total P&L (%) | 425.4684 | 250.814 | 174.6544 | 720.967 | 502.6226 | 218.3444 |
Avg Daily Profit (%) | 0.2524 | 0.1488 | 0.1036 | 0.125 | 0.1066 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95596 | -123812 | -45051 | -731794 | -296078 | -492455 |
Profit Factor | 1.5661 | 1.619 | 1.5042 | 1.302 | 1.3976 | 1.1944 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 40.3509 | 36.0465 | 44.7059 | 40.3509 | 36.0465 | 44.7059 |
Ratio Avg Win / Avg Loss | 2.3151 | 2.8724 | 1.8605 | 1.9247 | 2.4797 | 1.4773 |
Largest Winning Trade | 92272 | 92272 | 51108 | 321457 | 321457 | 194425 |
Largest Losing Trade | -31152 | -23551 | -31152 | -190799 | -133114 | -190799 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 4982 | 2539 | 2443 | 4982 | 2539 | 2443 |
Profit Streak | 36.4966 | 36.4966 | 53.83 | 36.4966 | 36.4966 | 53.83 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334848 | 133882 | -53338 | -26140 | -53381 | -108992 |
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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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