Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464376.3834 | 457063.5159 | 7312.8675 | 18710.2609 | -247362.1767 | 266072.4377 |
Total P&L (%) | 464.3764 | 457.0635 | 7.3129 | 18.7103 | -247.3622 | 266.0724 |
Avg Daily Profit (%) | 0.1857 | 0.1828 | 0.0029 | 0.0069 | 0 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191393 | -114165 | -93111 | -1000900 | -718508 | -474037 |
Profit Factor | 1.5958 | 2.0374 | 1.0216 | 1.0049 | 0.8914 | 1.1763 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 42.6966 | 40.4494 | 44.9438 | 42.6966 | 40.4494 | 44.9438 |
Ratio Avg Win / Avg Loss | 2.1417 | 2.9996 | 1.2514 | 1.3487 | 1.3124 | 1.4409 |
Largest Winning Trade | 493008 | 493008 | 30283 | 351676 | 351676 | 173523 |
Largest Losing Trade | -35317 | -35317 | -24459 | -183597 | -183597 | -155932 |
Avg Bars in Trades | 55 | 75 | 34 | 55 | 75 | 34 |
Avg Bars in Winners | 81 | 121 | 45 | 81 | 121 | 45 |
Avg Bars in Losers | 35 | 43 | 26 | 35 | 43 | 26 |
Bars Traded | 9790 | 6687 | 3103 | 9790 | 6687 | 3103 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309355 | 263372 | -553759 | -408410 | -583141 | -152516 |
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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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