Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461912.7206 | 418390.0231 | 43522.6975 | 2577.6988 | -66009.7242 | 68587.423 |
Total P&L (%) | 461.9127 | 418.39 | 43.5227 | 2.5777 | -66.0097 | 68.5874 |
Avg Daily Profit (%) | 0.2891 | 0.2619 | 0.0272 | 0.0016 | -0.0675 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169225 | -142805 | -78115 | -598177 | -514723 | -208662 |
Profit Factor | 1.4856 | 1.8512 | 1.0947 | 1.0012 | 0.9505 | 1.0763 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 53.2967 | 47.2527 | 59.3407 | 53.2967 | 47.2527 | 59.3407 |
Ratio Avg Win / Avg Loss | 1.3018 | 2.0664 | 0.7501 | 0.8773 | 1.061 | 0.7375 |
Largest Winning Trade | 250795 | 250795 | 29118 | 297189 | 297189 | 104642 |
Largest Losing Trade | -57605 | -56820 | -57605 | -253314 | -253314 | -117441 |
Avg Bars in Trades | 25 | 31 | 19 | 25 | 31 | 19 |
Avg Bars in Winners | 25 | 32 | 20 | 25 | 32 | 20 |
Avg Bars in Losers | 25 | 30 | 19 | 25 | 30 | 19 |
Bars Traded | 4652 | 2843 | 1809 | 4652 | 2843 | 1809 |
Profit Streak | 74.0381 | 87.0381 | 74.0381 | 74.0381 | 87.0381 | 74.0381 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460124 | 419269 | -273874 | -574203 | -579127 | -284968 |
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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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