Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468461.9173 | 295120.1047 | 173341.8126 | 223616.1113 | -62115.8735 | 285731.9848 |
Total P&L (%) | 468.4619 | 295.1201 | 173.3418 | 223.6161 | -62.1159 | 285.732 |
Avg Daily Profit (%) | 0.2596 | 0.1635 | 0.0961 | 0.0651 | -0.0538 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102319 | -140437 | -59812 | -744807 | -745405 | -355432 |
Profit Factor | 1.5927 | 1.6468 | 1.5188 | 1.0606 | 0.9699 | 1.1755 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 70 | 27 | 43 | 70 | 27 | 43 |
Losing Trades | 99 | 58 | 41 | 99 | 58 | 41 |
Profitability (%) | 41.4201 | 31.7647 | 51.1905 | 41.4201 | 31.7647 | 51.1905 |
Ratio Avg Win / Avg Loss | 2.2525 | 3.5375 | 1.4481 | 1.5 | 2.0835 | 1.1208 |
Largest Winning Trade | 282460 | 282460 | 56636 | 440811 | 440811 | 230219 |
Largest Losing Trade | -41002 | -32872 | -41002 | -187617 | -187617 | -150743 |
Avg Bars in Trades | 126 | 129 | 123 | 126 | 129 | 123 |
Avg Bars in Winners | 187 | 213 | 172 | 187 | 213 | 172 |
Avg Bars in Losers | 83 | 90 | 73 | 83 | 90 | 73 |
Bars Traded | 21441 | 11028 | 10413 | 21441 | 11028 | 10413 |
Profit Streak | 40.134 | 40.134 | 49.5506 | 40.134 | 40.134 | 49.5506 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347409 | 128083 | -62915 | -261364 | -584870 | -120163 |
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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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