Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361689.8265 | 355241.4316 | 6448.3949 | 21392.4875 | -5013.0871 | 26405.5746 |
Total P&L (%) | 361.6898 | 355.2414 | 6.4484 | 21.3925 | -5.0131 | 26.4056 |
Avg Daily Profit (%) | 0.1537 | 0.1509 | 0.0027 | 0.0082 | -0.0022 | 0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170422 | -91556 | -191893 | -220660 | -203677 | -179352 |
Profit Factor | 1.3967 | 1.8919 | 1.0126 | 1.0173 | 0.9921 | 1.0437 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 43.9252 | 39.2523 | 48.5981 | 43.9252 | 39.2523 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.783 | 2.9279 | 1.071 | 1.2987 | 1.5353 | 1.104 |
Largest Winning Trade | 194880 | 194880 | 59491 | 88103 | 88103 | 81336 |
Largest Losing Trade | -52845 | -21557 | -52845 | -81797 | -56562 | -81797 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 58 | 60 | 55 | 58 | 60 | 55 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 9155 | 4403 | 4752 | 9155 | 4403 | 4752 |
Profit Streak | 16.2976 | 16.2976 | 25.2976 | 16.2976 | 16.2976 | 25.2976 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318159 | 249115 | -561434 | -389419 | -581873 | -355165 |
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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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