Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320864.2376 | 76946.0498 | 243918.1878 | 311073.7495 | -283030.1584 | 594103.9079 |
Total P&L (%) | 320.8642 | 76.9461 | 243.9182 | 311.0738 | -283.0302 | 594.1039 |
Avg Daily Profit (%) | 0.2124 | 0.0509 | 0.1615 | 0.0936 | 0 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127853 | -116642 | -78482 | -1929012 | -1385299 | -965120 |
Profit Factor | 1.3566 | 1.1674 | 1.554 | 1.0487 | 0.9121 | 1.1876 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.4535 | 1.6539 | 1.2626 | 1.1236 | 1.2921 | 0.9649 |
Largest Winning Trade | 61383 | 61383 | 41956 | 406200 | 378599 | 406200 |
Largest Losing Trade | -30572 | -28837 | -30572 | -421563 | -421563 | -317730 |
Avg Bars in Trades | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Winners | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 4432 | 1654 | 2778 | 4432 | 1654 | 2778 |
Profit Streak | 6.2577 | 0 | 19.5911 | 6.2577 | 0 | 19.5911 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348176 | -163444 | 385023 | -233423 | -582431 | -35393 |
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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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