Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461995.927 | 365841.4993 | 96154.4277 | 595659.3782 | 249202.4133 | 346456.9649 |
Total P&L (%) | 461.9959 | 365.8415 | 96.1544 | 595.6594 | 249.2024 | 346.457 |
Avg Daily Profit (%) | 0.2462 | 0.195 | 0.0512 | 0.1034 | 0.0667 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91262 | -111597 | -107792 | -296808 | -332300 | -186827 |
Profit Factor | 1.5569 | 1.8487 | 1.2413 | 1.2857 | 1.2119 | 1.381 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 40.7035 | 34.3434 | 47 | 40.7035 | 34.3434 | 47 |
Ratio Avg Win / Avg Loss | 2.2681 | 3.5343 | 1.3998 | 1.873 | 2.3169 | 1.5573 |
Largest Winning Trade | 155565 | 155565 | 43083 | 385719 | 385719 | 195243 |
Largest Losing Trade | -31644 | -26090 | -31644 | -81370 | -81370 | -69713 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 84 | 95 | 76 | 84 | 95 | 76 |
Avg Bars in Losers | 35 | 41 | 27 | 35 | 41 | 27 |
Bars Traded | 11022 | 5971 | 5051 | 11022 | 5971 | 5051 |
Profit Streak | 16.6918 | 0 | 20.3584 | 16.6918 | 0 | 20.3584 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316104 | 169471 | -125653 | -55376 | -109639 | -85654 |
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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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