Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555882.48 | 318722.9917 | 237159.4883 | 982359.9112 | -231920.0192 | 1214279.9304 |
Total P&L (%) | 555.8825 | 318.723 | 237.1595 | 982.3599 | -231.92 | 1214.2799 |
Avg Daily Profit (%) | 0.3057 | 0.1753 | 0.1304 | 0.1311 | 0 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82137 | -71273 | -50470 | -1316891 | -1206931 | -744035 |
Profit Factor | 1.7219 | 1.7307 | 1.7103 | 1.1159 | 0.9502 | 1.3176 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 71 | 25 | 46 | 71 | 25 | 46 |
Losing Trades | 119 | 70 | 49 | 119 | 70 | 49 |
Profitability (%) | 37.3684 | 26.3158 | 48.4211 | 37.3684 | 26.3158 | 48.4211 |
Ratio Avg Win / Avg Loss | 2.8859 | 4.8459 | 1.8219 | 1.8702 | 2.6605 | 1.4035 |
Largest Winning Trade | 250528 | 250528 | 56394 | 790447 | 790447 | 511905 |
Largest Losing Trade | -24760 | -15988 | -24760 | -325653 | -243508 | -325653 |
Avg Bars in Trades | 113 | 101 | 125 | 113 | 101 | 125 |
Avg Bars in Winners | 190 | 192 | 188 | 190 | 192 | 188 |
Avg Bars in Losers | 68 | 69 | 66 | 68 | 69 | 66 |
Bars Traded | 21605 | 9668 | 11937 | 21605 | 9668 | 11937 |
Profit Streak | 52.756 | 52.756 | 90.6727 | 52.756 | 52.756 | 90.6727 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349068 | -13062 | -15232 | -112125 | -601753 | -2753 |
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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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