Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318190.6929 | 374.7185 | 317815.9744 | 370307.8445 | -96269.6986 | 466577.5431 |
Total P&L (%) | 318.1907 | 0.3747 | 317.816 | 370.3078 | -96.2697 | 466.5775 |
Avg Daily Profit (%) | 0.2066 | 0.0002 | 0.2063 | 0.1006 | -0.2133 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101824 | -43371 | -84852 | -761278 | -216037 | -590032 |
Profit Factor | 1.9531 | 1.002 | 3.1665 | 1.2577 | 0.8393 | 1.5571 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 140 | 61 | 79 | 140 | 61 | 79 |
Losing Trades | 27 | 23 | 4 | 27 | 23 | 4 |
Profitability (%) | 83.8323 | 72.619 | 95.1807 | 83.8323 | 72.619 | 95.1807 |
Ratio Avg Win / Avg Loss | 0.3767 | 0.3778 | 0.1603 | 0.2426 | 0.3165 | 0.0788 |
Largest Winning Trade | 25362 | 14358 | 25362 | 174091 | 86181 | 174091 |
Largest Losing Trade | -84852 | -39831 | -84852 | -555872 | -127748 | -555872 |
Avg Bars in Trades | 46 | 14 | 78 | 46 | 14 | 78 |
Avg Bars in Winners | 28 | 4 | 47 | 28 | 4 | 47 |
Avg Bars in Losers | 139 | 42 | 698 | 139 | 42 | 698 |
Bars Traded | 7788 | 1246 | 6542 | 7788 | 1246 | 6542 |
Profit Streak | 0 | 0 | 294.5172 | 0 | 0 | 294.5172 |
Trades During Streak | 0 | 0 | 23 | 0 | 0 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504835 | -575093 | 646676 | -55149 | -577619 | -35582 |
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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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