Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469414.3677 | 357250.6149 | 112163.7528 | 114190.0481 | -7972.4663 | 122162.5144 |
Total P&L (%) | 469.4144 | 357.2506 | 112.1638 | 114.19 | -7.9725 | 122.1625 |
Avg Daily Profit (%) | 0.2678 | 0.2038 | 0.064 | 0.0435 | -0.0047 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145737 | -141884 | -97511 | -142499 | -152646 | -104641 |
Profit Factor | 1.5056 | 1.7762 | 1.2396 | 1.1032 | 0.9859 | 1.2262 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 39.3064 | 30.2326 | 48.2759 | 39.3064 | 30.2326 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.3248 | 4.0988 | 1.3281 | 1.7035 | 2.2752 | 1.3138 |
Largest Winning Trade | 209793 | 209793 | 56080 | 115502 | 115502 | 68460 |
Largest Losing Trade | -60183 | -22884 | -60183 | -65505 | -47322 | -65505 |
Avg Bars in Trades | 120 | 109 | 131 | 120 | 109 | 131 |
Avg Bars in Winners | 203 | 202 | 203 | 203 | 202 | 203 |
Avg Bars in Losers | 67 | 68 | 64 | 67 | 68 | 64 |
Bars Traded | 20871 | 9399 | 11472 | 20871 | 9399 | 11472 |
Profit Streak | 27.5923 | 41.3423 | 27.5923 | 27.5923 | 41.3423 | 27.5923 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302794 | 128163 | -108227 | -242946 | -585461 | -132893 |
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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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