Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406346.6185 | 274397.4231 | 131949.1955 | 34853.3981 | -160021.2084 | 194874.6065 |
Total P&L (%) | 406.3466 | 274.3974 | 131.9492 | 34.8534 | -160.0212 | 194.8746 |
Avg Daily Profit (%) | 0.2232 | 0.1507 | 0.0725 | 0.0164 | 0 | 0.0594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191186 | -145402 | -91762 | -974391 | -932981 | -512072 |
Profit Factor | 1.435 | 1.46 | 1.3908 | 1.0076 | 0.9452 | 1.1151 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 41.1168 | 32.6531 | 49.4949 | 41.1168 | 32.6531 | 49.4949 |
Ratio Avg Win / Avg Loss | 2.0551 | 3.0113 | 1.4192 | 1.4429 | 1.9495 | 1.1379 |
Largest Winning Trade | 281181 | 281181 | 52121 | 558290 | 558290 | 334299 |
Largest Losing Trade | -36762 | -36762 | -23956 | -361537 | -361537 | -171862 |
Avg Bars in Trades | 109 | 143 | 74 | 109 | 143 | 74 |
Avg Bars in Winners | 143 | 212 | 99 | 143 | 212 | 99 |
Avg Bars in Losers | 84 | 110 | 51 | 84 | 110 | 51 |
Bars Traded | 21503 | 14087 | 7416 | 21503 | 14087 | 7416 |
Profit Streak | 38.4495 | 41.4495 | 38.4495 | 38.4495 | 41.4495 | 38.4495 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302584 | 103829 | -95454 | -387234 | -584489 | -207435 |
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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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