Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643282.1083 | 626327.826 | 16954.2823 | 10191.7738 | -34158.5082 | 44350.282 |
Total P&L (%) | 643.2821 | 626.3278 | 16.9543 | 10.1918 | -34.1585 | 44.3503 |
Avg Daily Profit (%) | 0.2567 | 0.25 | 0.0068 | 0.0039 | -0.0167 | 0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177183 | -162929 | -28698 | -477290 | -512623 | -68850 |
Profit Factor | 1.6127 | 1.7427 | 1.0821 | 1.0062 | 0.9749 | 1.1558 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 39.8268 | 35.6522 | 43.9655 | 39.8268 | 35.6522 | 43.9655 |
Ratio Avg Win / Avg Loss | 2.4366 | 3.1454 | 1.3791 | 1.5202 | 1.7596 | 1.473 |
Largest Winning Trade | 465728 | 465728 | 16832 | 429902 | 429902 | 38664 |
Largest Losing Trade | -54376 | -54376 | -19607 | -153816 | -153816 | -38839 |
Avg Bars in Trades | 42 | 82 | 4 | 42 | 82 | 4 |
Avg Bars in Winners | 63 | 135 | 5 | 63 | 135 | 5 |
Avg Bars in Losers | 29 | 52 | 3 | 29 | 52 | 3 |
Bars Traded | 9929 | 9451 | 478 | 9929 | 9451 | 478 |
Profit Streak | 12.3844 | 0 | 49.6344 | 12.3844 | 0 | 49.6344 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340036 | 213849 | -324277 | -562190 | -583828 | -225607 |
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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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