Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514386.7831 | 353349.5055 | 161037.2776 | 132394.8868 | -97792.6209 | 230187.5078 |
Total P&L (%) | 514.3868 | 353.3495 | 161.0373 | 132.3949 | -97.7926 | 230.1875 |
Avg Daily Profit (%) | 0.2849 | 0.1957 | 0.0892 | 0.0467 | -0.211 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126912 | -151588 | -58838 | -1357533 | -1067652 | -571231 |
Profit Factor | 1.5838 | 1.7285 | 1.4066 | 1.0275 | 0.9615 | 1.1014 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 45.2514 | 37.7778 | 52.809 | 45.2514 | 37.7778 | 52.809 |
Ratio Avg Win / Avg Loss | 1.9162 | 2.8469 | 1.2569 | 1.2432 | 1.5837 | 0.9842 |
Largest Winning Trade | 354119 | 354119 | 53296 | 600033 | 600033 | 296821 |
Largest Losing Trade | -48347 | -32867 | -48347 | -371832 | -263152 | -371832 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Losers | 27 | 31 | 23 | 27 | 31 | 23 |
Bars Traded | 7105 | 3691 | 3414 | 7105 | 3691 | 3414 |
Profit Streak | 37.5941 | 37.5941 | 107.0941 | 37.5941 | 37.5941 | 107.0941 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423821 | 228203 | -71729 | -320686 | -582522 | -213833 |
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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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