Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307660.787 | 180224.1189 | 127436.6681 | 231043.6907 | 314588.1576 | -83544.4669 |
Total P&L (%) | 307.6608 | 180.2241 | 127.4367 | 231.0437 | 314.5882 | -83.5445 |
Avg Daily Profit (%) | 0.1827 | 0.107 | 0.0757 | 0.0711 | 0.0845 | -0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117653 | -53999 | -87799 | -778612 | -372767 | -599613 |
Profit Factor | 1.4145 | 1.5923 | 1.291 | 1.0658 | 1.214 | 0.9591 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 42.5532 | 36.1702 | 48.9362 | 42.5532 | 36.1702 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.9096 | 2.81 | 1.3471 | 1.4388 | 2.1423 | 1.0008 |
Largest Winning Trade | 84906 | 84906 | 52668 | 434305 | 434305 | 212962 |
Largest Losing Trade | -34808 | -18398 | -34808 | -226638 | -109932 | -226638 |
Avg Bars in Trades | 105 | 84 | 127 | 105 | 84 | 127 |
Avg Bars in Winners | 147 | 121 | 167 | 147 | 121 | 167 |
Avg Bars in Losers | 74 | 63 | 88 | 74 | 63 | 88 |
Bars Traded | 19927 | 7956 | 11971 | 19927 | 7956 | 11971 |
Profit Streak | 43.9357 | 43.9357 | 50.1857 | 43.9357 | 43.9357 | 50.1857 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303981 | -52230 | -92009 | -247097 | -84596 | -579263 |
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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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