Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673397.9227 | 574110.2697 | 99287.653 | 417153.7531 | 155914.0766 | 261239.6765 |
Total P&L (%) | 673.3979 | 574.1103 | 99.2877 | 417.1538 | 155.9141 | 261.2397 |
Avg Daily Profit (%) | 0.4209 | 0.3588 | 0.0621 | 0.1028 | 0.0587 | 0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129970 | -163235 | -72514 | -545878 | -562453 | -236440 |
Profit Factor | 1.8763 | 2.2723 | 1.313 | 1.188 | 1.1087 | 1.3333 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 93 | 37 | 56 | 93 | 37 | 56 |
Losing Trades | 103 | 61 | 42 | 103 | 61 | 42 |
Profitability (%) | 47.449 | 37.7551 | 57.1429 | 47.449 | 37.7551 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0781 | 3.7463 | 0.9847 | 1.3157 | 1.8278 | 0.9999 |
Largest Winning Trade | 467440 | 467440 | 39025 | 362187 | 362187 | 97084 |
Largest Losing Trade | -50067 | -50067 | -31399 | -203383 | -203383 | -83728 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 24 | 30 | 20 | 24 | 30 | 20 |
Avg Bars in Losers | 22 | 27 | 15 | 22 | 27 | 15 |
Bars Traded | 4592 | 2784 | 1808 | 4592 | 2784 | 1808 |
Profit Streak | 0 | 0 | 73.6232 | 0 | 0 | 73.6232 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496763 | 321983 | -109284 | -69221 | -219155 | -84827 |
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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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