Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527248.1068 | 286536.5892 | 240711.5176 | 450730.4754 | -15113.6839 | 465844.1593 |
Total P&L (%) | 527.2481 | 286.5366 | 240.7115 | 450.7305 | -15.1137 | 465.8442 |
Avg Daily Profit (%) | 0.2772 | 0.1506 | 0.1265 | 0.0897 | -0.0086 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119038 | -95428 | -147760 | -728455 | -633098 | -365810 |
Profit Factor | 1.6863 | 1.8426 | 1.5622 | 1.1767 | 0.989 | 1.3953 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 54.1935 | 53.2468 | 55.1282 | 54.1935 | 53.2468 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.4253 | 1.6179 | 1.2715 | 0.9946 | 0.8684 | 1.1357 |
Largest Winning Trade | 116811 | 116811 | 38005 | 165744 | 165744 | 116104 |
Largest Losing Trade | -71776 | -71776 | -67441 | -575621 | -575621 | -152266 |
Avg Bars in Trades | 35 | 46 | 25 | 35 | 46 | 25 |
Avg Bars in Winners | 39 | 50 | 28 | 39 | 50 | 28 |
Avg Bars in Losers | 31 | 42 | 21 | 31 | 42 | 21 |
Bars Traded | 5570 | 3593 | 1977 | 5570 | 3593 | 1977 |
Profit Streak | 17.8585 | 0 | 20.8585 | 17.8585 | 0 | 20.8585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457287 | -30841 | -55370 | -99105 | -622315 | -103572 |
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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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