Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497973.8046 | 460609.4119 | 37364.3927 | 233849.1931 | -15850.9842 | 249700.1773 |
Total P&L (%) | 497.9738 | 460.6094 | 37.3644 | 233.8492 | -15.851 | 249.7002 |
Avg Daily Profit (%) | 0.1991 | 0.1842 | 0.0149 | 0.0482 | -0.0069 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140307 | -80454 | -79729 | -1294697 | -916995 | -752397 |
Profit Factor | 1.5129 | 1.9863 | 1.0741 | 1.0361 | 0.9957 | 1.0899 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 44.4444 | 45.8333 | 43.0556 | 44.4444 | 45.8333 | 43.0556 |
Ratio Avg Win / Avg Loss | 1.8911 | 2.3475 | 1.4206 | 1.2952 | 1.1767 | 1.4414 |
Largest Winning Trade | 166526 | 166526 | 52575 | 585364 | 585364 | 450929 |
Largest Losing Trade | -46732 | -46732 | -39948 | -658936 | -658936 | -347856 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 64 | 58 | 71 | 64 | 58 | 71 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 7315 | 3427 | 3888 | 7315 | 3427 | 3888 |
Profit Streak | 83.9955 | 95.3288 | 83.9955 | 83.9955 | 95.3288 | 83.9955 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349017 | -68860 | -395912 | -309703 | -659230 | -329321 |
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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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