Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361628.7028 | 182425.8623 | 179202.8405 | -11089.1201 | -531821.2678 | 520732.1477 |
Total P&L (%) | 361.6287 | 182.4259 | 179.2028 | -11.0891 | -531.8213 | 520.7321 |
Avg Daily Profit (%) | 0.2175 | 0.1097 | 0.1078 | -0.0071 | 0 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167584 | -170810 | -108913 | -1109289 | -1189236 | -495859 |
Profit Factor | 1.2995 | 1.2589 | 1.3563 | 0.9976 | 0.813 | 1.2975 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 125 | 52 | 73 | 125 | 52 | 73 |
Losing Trades | 136 | 78 | 58 | 136 | 78 | 58 |
Profitability (%) | 47.8927 | 40 | 55.7252 | 47.8927 | 40 | 55.7252 |
Ratio Avg Win / Avg Loss | 1.4138 | 1.8883 | 1.0776 | 1.0854 | 1.2196 | 1.0309 |
Largest Winning Trade | 175970 | 175970 | 41957 | 371018 | 371018 | 155034 |
Largest Losing Trade | -47738 | -46953 | -47738 | -331791 | -331791 | -216910 |
Avg Bars in Trades | 24 | 33 | 16 | 24 | 33 | 16 |
Avg Bars in Winners | 24 | 34 | 18 | 24 | 34 | 18 |
Avg Bars in Losers | 25 | 32 | 15 | 25 | 32 | 15 |
Bars Traded | 6517 | 4294 | 2223 | 6517 | 4294 | 2223 |
Profit Streak | 18.7543 | 0 | 19.5043 | 18.7543 | 0 | 19.5043 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332495 | -49654 | -47286 | -577726 | -583209 | -44444 |
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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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