Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483450.483 | 398831.8567 | 84618.6263 | 240369.9884 | 251365.9809 | -10995.9925 |
Total P&L (%) | 483.4505 | 398.8319 | 84.6186 | 240.37 | 251.366 | -10.996 |
Avg Daily Profit (%) | 0.2321 | 0.1914 | 0.0406 | 0.0588 | 0.0603 | -0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112160 | -84030 | -114558 | -368503 | -253120 | -287370 |
Profit Factor | 1.5099 | 1.842 | 1.1783 | 1.106 | 1.2379 | 0.9909 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 43.0939 | 36.6667 | 49.4505 | 43.0939 | 36.6667 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.9938 | 3.1817 | 1.2045 | 1.4605 | 2.1382 | 1.0129 |
Largest Winning Trade | 207388 | 207388 | 54169 | 272224 | 272224 | 106903 |
Largest Losing Trade | -47309 | -30292 | -47309 | -218538 | -88360 | -218538 |
Avg Bars in Trades | 136 | 144 | 129 | 136 | 144 | 129 |
Avg Bars in Winners | 193 | 215 | 177 | 193 | 215 | 177 |
Avg Bars in Losers | 93 | 102 | 82 | 93 | 102 | 82 |
Bars Traded | 24740 | 12964 | 11776 | 24740 | 12964 | 11776 |
Profit Streak | 16.4473 | 0 | 148.864 | 16.4473 | 0 | 148.864 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331537 | 199598 | -162128 | -219433 | -117038 | -578223 |
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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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