Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369455.7057 | 335619.8909 | 33835.8149 | -21460.3961 | 16535.2584 | -37995.6545 |
Total P&L (%) | 369.4557 | 335.6199 | 33.8358 | -21.4604 | 16.5353 | -37.9957 |
Avg Daily Profit (%) | 0.1927 | 0.175 | 0.0176 | -0.0126 | 0.008 | -0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147299 | -110974 | -102667 | -569104 | -326866 | -305167 |
Profit Factor | 1.3706 | 1.7127 | 1.0643 | 0.991 | 1.0134 | 0.9669 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 49.1429 | 46.5909 | 51.7241 | 49.1429 | 46.5909 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.4184 | 1.9633 | 0.9934 | 1.0256 | 1.1617 | 0.9025 |
Largest Winning Trade | 188809 | 188809 | 66586 | 263646 | 263646 | 183195 |
Largest Losing Trade | -53303 | -38665 | -53303 | -149644 | -149644 | -113979 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 46 | 36 | 55 | 46 | 36 | 55 |
Avg Bars in Losers | 39 | 34 | 45 | 39 | 34 | 45 |
Bars Traded | 7534 | 3119 | 4415 | 7534 | 3119 | 4415 |
Profit Streak | 0 | 0 | 48.457 | 0 | 0 | 48.457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311646 | 324316 | -323028 | -578528 | -398805 | -580314 |
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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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