Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370463.9669 | 252726.5967 | 117737.3702 | 245164.2202 | 319928.3061 | -74764.0859 |
Total P&L (%) | 370.464 | 252.7266 | 117.7374 | 245.1642 | 319.9283 | -74.7641 |
Avg Daily Profit (%) | 0.2607 | 0.1779 | 0.0829 | 0.0872 | 0.101 | -0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175520 | -70609 | -140850 | -387069 | -152745 | -433359 |
Profit Factor | 1.4487 | 1.6434 | 1.272 | 1.1334 | 1.4136 | 0.9298 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 58.1006 | 51.6854 | 64.4444 | 58.1006 | 51.6854 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.0447 | 1.5362 | 0.7018 | 0.8173 | 1.3214 | 0.513 |
Largest Winning Trade | 89558 | 89558 | 54880 | 119808 | 119808 | 83395 |
Largest Losing Trade | -61845 | -27870 | -61845 | -262698 | -59503 | -262698 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2821 | 1406 | 1415 | 2821 | 1406 | 1415 |
Profit Streak | 31.6818 | 31.6818 | 71.1818 | 31.6818 | 31.6818 | 71.1818 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462758 | 405509 | -80544 | -148279 | -56601 | -577235 |
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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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