Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782795.6779 | 691021.9311 | 91773.7468 | 519299.606 | 5994.461 | 513305.145 |
Total P&L (%) | 782.7957 | 691.0219 | 91.7737 | 519.2996 | 5.9945 | 513.3051 |
Avg Daily Profit (%) | 0.4041 | 0.3567 | 0.0474 | 0.0942 | 0.003 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202071 | -119903 | -141920 | -603861 | -649940 | -297332 |
Profit Factor | 1.7435 | 2.2289 | 1.1871 | 1.1631 | 1.0033 | 1.3811 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 35.1648 | 27.4725 | 42.8571 | 35.1648 | 27.4725 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2145 | 5.8844 | 1.5827 | 2.1445 | 2.6486 | 1.8415 |
Largest Winning Trade | 407545 | 407545 | 47630 | 497734 | 497734 | 230441 |
Largest Losing Trade | -59427 | -29561 | -59427 | -190158 | -190158 | -174681 |
Avg Bars in Trades | 126 | 132 | 119 | 126 | 132 | 119 |
Avg Bars in Winners | 225 | 252 | 208 | 225 | 252 | 208 |
Avg Bars in Losers | 72 | 87 | 53 | 72 | 87 | 53 |
Bars Traded | 22988 | 12071 | 10917 | 22988 | 12071 | 10917 |
Profit Streak | 23.8653 | 0 | 31.532 | 23.8653 | 0 | 31.532 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317386 | -5609 | -145844 | -111082 | -589631 | -68348 |
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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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