Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443055.2364 | 267660.0773 | 175395.159 | 374753.8349 | 39432.9753 | 335320.8595 |
Total P&L (%) | 443.0552 | 267.6601 | 175.3952 | 374.7538 | 39.433 | 335.3209 |
Avg Daily Profit (%) | 0.2313 | 0.1397 | 0.0916 | 0.0814 | 0.0174 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116816 | -120458 | -92823 | -3298371 | -2689901 | -1116413 |
Profit Factor | 1.4526 | 1.4958 | 1.3995 | 1.0355 | 1.0061 | 1.0818 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 67.1296 | 66.6667 | 67.5926 | 67.1296 | 66.6667 | 67.5926 |
Ratio Avg Win / Avg Loss | 0.7113 | 0.7479 | 0.671 | 0.507 | 0.5031 | 0.5187 |
Largest Winning Trade | 39890 | 31386 | 39890 | 448023 | 448023 | 284551 |
Largest Losing Trade | -55283 | -55185 | -55283 | -1120336 | -1120336 | -622922 |
Avg Bars in Trades | 25 | 32 | 19 | 25 | 32 | 19 |
Avg Bars in Winners | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Losers | 51 | 73 | 28 | 51 | 73 | 28 |
Bars Traded | 5573 | 3490 | 2083 | 5573 | 3490 | 2083 |
Profit Streak | 0 | 58.9641 | 0 | 0 | 58.9641 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391229 | -3401 | -69390 | -263855 | -383950 | -220337 |
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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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