Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430662.6069 | 356985.3071 | 73677.2997 | 64621.2165 | 446558.4182 | -381937.2017 |
Total P&L (%) | 430.6626 | 356.9853 | 73.6773 | 64.6212 | 446.5584 | -381.9372 |
Avg Daily Profit (%) | 0.2423 | 0.2009 | 0.0415 | 0.0281 | 0.0956 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182200 | -120652 | -99928 | -1035821 | -423358 | -679654 |
Profit Factor | 1.4346 | 1.758 | 1.1417 | 1.0265 | 1.4441 | 0.7339 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 57.7778 | 54.4444 | 61.1111 | 57.7778 | 54.4444 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0483 | 1.471 | 0.7265 | 0.7501 | 1.2083 | 0.467 |
Largest Winning Trade | 103761 | 103761 | 33671 | 329511 | 329511 | 217878 |
Largest Losing Trade | -66379 | -66379 | -57961 | -362377 | -157071 | -362377 |
Avg Bars in Trades | 38 | 53 | 24 | 38 | 53 | 24 |
Avg Bars in Winners | 32 | 43 | 22 | 32 | 43 | 22 |
Avg Bars in Losers | 47 | 65 | 27 | 47 | 65 | 27 |
Bars Traded | 7004 | 4797 | 2207 | 7004 | 4797 | 2207 |
Profit Streak | 22.535 | 85.035 | 22.535 | 22.535 | 85.035 | 22.535 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427722 | 416390 | -201948 | -345840 | -62641 | -578825 |
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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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