Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444182.9113 | 323246.3748 | 120936.5365 | 286259.5152 | -171019.0401 | 457278.5554 |
Total P&L (%) | 444.1829 | 323.2464 | 120.9365 | 286.2595 | -171.019 | 457.2786 |
Avg Daily Profit (%) | 0.2336 | 0.17 | 0.0636 | 0.0711 | 0 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123633 | -145271 | -92175 | -825041 | -1098762 | -344511 |
Profit Factor | 1.3795 | 1.5697 | 1.2005 | 1.0676 | 0.9251 | 1.2347 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 41.704 | 39.2857 | 44.1441 | 41.704 | 39.2857 | 44.1441 |
Ratio Avg Win / Avg Loss | 1.9283 | 2.426 | 1.519 | 1.4924 | 1.4298 | 1.5623 |
Largest Winning Trade | 81513 | 81513 | 41262 | 313302 | 276008 | 313302 |
Largest Losing Trade | -31362 | -27280 | -31362 | -207728 | -207728 | -151249 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 73 | 63 | 82 | 73 | 63 | 82 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 11178 | 5170 | 6008 | 11178 | 5170 | 6008 |
Profit Streak | 495.1023 | 495.1023 | 510.4356 | 495.1023 | 495.1023 | 510.4356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305650 | 229302 | -109363 | -245236 | -582949 | -73438 |
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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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