Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372414.0844 | 340450.6728 | 31963.4116 | -44688.2207 | 35976.2135 | -80664.4342 |
Total P&L (%) | 372.4141 | 340.4507 | 31.9634 | -44.6882 | 35.9762 | -80.6644 |
Avg Daily Profit (%) | 0.1715 | 0.1568 | 0.0147 | -0.0273 | 0.0142 | -0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215222 | -166726 | -112383 | -279235 | -155827 | -149540 |
Profit Factor | 1.3562 | 1.6654 | 1.0599 | 0.9541 | 1.0811 | 0.8481 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 46.5969 | 45.2632 | 47.9167 | 46.5969 | 45.2632 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.5543 | 2.014 | 1.152 | 1.0935 | 1.3074 | 0.9218 |
Largest Winning Trade | 261236 | 261236 | 51785 | 64187 | 64187 | 51498 |
Largest Losing Trade | -59181 | -52223 | -59181 | -76552 | -67679 | -76552 |
Avg Bars in Trades | 66 | 84 | 47 | 66 | 84 | 47 |
Avg Bars in Winners | 74 | 85 | 64 | 74 | 85 | 64 |
Avg Bars in Losers | 58 | 83 | 32 | 58 | 83 | 32 |
Bars Traded | 12618 | 8035 | 4583 | 12618 | 8035 | 4583 |
Profit Streak | 41.3601 | 0 | 78.1934 | 41.3601 | 0 | 78.1934 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329128 | 297493 | -330934 | -578884 | -309938 | -580922 |
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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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