Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471239.9814 | 357518.6269 | 113721.3544 | 647323.7639 | 76893.7166 | 570430.0473 |
Total P&L (%) | 471.24 | 357.5186 | 113.7214 | 647.3238 | 76.8937 | 570.43 |
Avg Daily Profit (%) | 0.265 | 0.2011 | 0.064 | 0.1132 | 0.0321 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89444 | -98827 | -61479 | -633824 | -731520 | -333769 |
Profit Factor | 1.5522 | 1.8389 | 1.2662 | 1.1887 | 1.0398 | 1.3801 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 41.1043 | 41.4634 | 40.7407 | 41.1043 | 41.4634 | 40.7407 |
Ratio Avg Win / Avg Loss | 2.224 | 2.5961 | 1.8417 | 1.7032 | 1.468 | 2.0074 |
Largest Winning Trade | 87118 | 87118 | 61310 | 210026 | 192003 | 210026 |
Largest Losing Trade | -44836 | -44836 | -34368 | -225273 | -225273 | -129595 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 17 | 22 | 13 | 17 | 22 | 13 |
Bars Traded | 5162 | 2879 | 2283 | 5162 | 2879 | 2283 |
Profit Streak | 45.3672 | 45.3672 | 46.7005 | 45.3672 | 45.3672 | 46.7005 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334632 | 140324 | -121260 | -54974 | -333955 | -62662 |
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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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