Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391223.1092 | 362387.6645 | 28835.4447 | 7904.3526 | -182618.3323 | 190522.6849 |
Total P&L (%) | 391.2231 | 362.3877 | 28.8354 | 7.9044 | -182.6183 | 190.5227 |
Avg Daily Profit (%) | 0.2202 | 0.204 | 0.0162 | 0.0043 | 0 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184759 | -114087 | -129539 | -980812 | -722821 | -602525 |
Profit Factor | 1.3733 | 1.6787 | 1.0561 | 1.0026 | 0.8908 | 1.1387 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 45.6647 | 43.0233 | 48.2759 | 45.6647 | 43.0233 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.634 | 2.2232 | 1.1315 | 1.193 | 1.1797 | 1.22 |
Largest Winning Trade | 167204 | 167204 | 49033 | 331277 | 214132 | 331277 |
Largest Losing Trade | -57355 | -35211 | -57355 | -251993 | -179503 | -251993 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 37 | 33 | 42 | 37 | 33 | 42 |
Bars Traded | 6883 | 3231 | 3651 | 6883 | 3231 | 3651 |
Profit Streak | 8.75 | 0 | 9.75 | 8.75 | 0 | 9.75 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335739 | 280723 | -333554 | -570657 | -582148 | -181021 |
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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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