Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831590.8441 | 673601.1371 | 157989.7069 | 319241.1788 | -214812.6793 | 534053.8581 |
Total P&L (%) | 831.5908 | 673.6011 | 157.9897 | 319.2412 | -214.8127 | 534.0539 |
Avg Daily Profit (%) | 0.5607 | 0.4542 | 0.1065 | 0.0967 | 0 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188820 | -122793 | -117134 | -3268329 | -1937129 | -1963695 |
Profit Factor | 1.7937 | 2.0957 | 1.3649 | 1.0319 | 0.9621 | 1.1226 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 104 | 60 | 44 | 104 | 60 | 44 |
Profitability (%) | 44.086 | 35.4839 | 52.6882 | 44.086 | 35.4839 | 52.6882 |
Ratio Avg Win / Avg Loss | 2.2749 | 3.8103 | 1.2256 | 1.3087 | 1.7492 | 1.0081 |
Largest Winning Trade | 567860 | 567860 | 53842 | 1458527 | 1458527 | 698052 |
Largest Losing Trade | -33948 | -28956 | -33948 | -765273 | -765273 | -645439 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 4383 | 2477 | 1906 | 4383 | 2477 | 1906 |
Profit Streak | 35.0561 | 35.0561 | 58.7228 | 35.0561 | 35.0561 | 58.7228 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536996 | 326324 | -48564 | -248967 | -583131 | -110168 |
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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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