Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412576.2141 | 191612.4601 | 220963.754 | 258128.7516 | 1053154.7182 | -795025.9666 |
Total P&L (%) | 412.5762 | 191.6125 | 220.9638 | 258.1288 | 1053.1547 | -795.026 |
Avg Daily Profit (%) | 0.2775 | 0.1289 | 0.1486 | 0.0858 | 0.1646 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164225 | -112912 | -85068 | -2757714 | -1389978 | -2477863 |
Profit Factor | 1.4758 | 1.4101 | 1.5526 | 1.0241 | 1.2246 | 0.8679 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 57.7381 | 54.7619 | 60.7143 | 57.7381 | 54.7619 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.0803 | 1.1649 | 1.0046 | 0.7496 | 1.0116 | 0.5616 |
Largest Winning Trade | 80090 | 80090 | 52639 | 983391 | 983391 | 524961 |
Largest Losing Trade | -74639 | -36328 | -74639 | -2055490 | -825904 | -2055490 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 4450 | 2296 | 2154 | 4450 | 2296 | 2154 |
Profit Streak | 17.3364 | 36.6697 | 17.3364 | 17.3364 | 36.6697 | 17.3364 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470884 | -18236 | 328842 | -270406 | 336952 | -578594 |
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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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