Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482856.2999 | 177982.3989 | 304873.901 | 646283.9931 | 178970.3264 | 467313.6667 |
Total P&L (%) | 482.8563 | 177.9824 | 304.8739 | 646.284 | 178.9703 | 467.3137 |
Avg Daily Profit (%) | 0.2918 | 0.1076 | 0.1843 | 0.1216 | 0.062 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130779 | -127015 | -123391 | -223741 | -223741 | -130464 |
Profit Factor | 1.6484 | 1.4369 | 1.9037 | 1.8284 | 1.3648 | 2.614 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 68.9655 | 62.069 | 75.8621 | 68.9655 | 62.069 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.7418 | 0.8781 | 0.6057 | 0.8228 | 0.834 | 0.8317 |
Largest Winning Trade | 44509 | 44509 | 41556 | 97392 | 97392 | 78041 |
Largest Losing Trade | -69277 | -54148 | -69277 | -223741 | -223741 | -105421 |
Avg Bars in Trades | 54 | 67 | 42 | 54 | 67 | 42 |
Avg Bars in Winners | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Losers | 94 | 105 | 76 | 94 | 105 | 76 |
Bars Traded | 9560 | 5851 | 3708 | 9560 | 5851 | 3708 |
Profit Streak | 41.1447 | 57.1447 | 41.1447 | 41.1447 | 57.1447 | 41.1447 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490480 | -47199 | 454295 | -24747 | -108369 | -46349 |
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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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