Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455127.7788 | 345823.0647 | 109304.714 | 618851.1978 | 359635.4431 | 259215.7547 |
Total P&L (%) | 455.1278 | 345.8231 | 109.3047 | 618.8512 | 359.6354 | 259.2158 |
Avg Daily Profit (%) | 0.2067 | 0.1571 | 0.0497 | 0.0896 | 0.0693 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238291 | -206725 | -93145 | -1820440 | -1761613 | -623131 |
Profit Factor | 1.3671 | 1.5051 | 1.1969 | 1.0746 | 1.0774 | 1.071 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 180 | 82 | 98 | 180 | 82 | 98 |
Losing Trades | 206 | 111 | 95 | 206 | 111 | 95 |
Profitability (%) | 46.6321 | 42.487 | 50.7772 | 46.6321 | 42.487 | 50.7772 |
Ratio Avg Win / Avg Loss | 1.5645 | 2.0373 | 1.1602 | 1.2298 | 1.4584 | 1.0382 |
Largest Winning Trade | 79239 | 79239 | 36713 | 529042 | 529042 | 260334 |
Largest Losing Trade | -43559 | -43559 | -27086 | -659978 | -659978 | -436091 |
Avg Bars in Trades | 11 | 16 | 5 | 11 | 16 | 5 |
Avg Bars in Winners | 12 | 21 | 6 | 12 | 21 | 6 |
Avg Bars in Losers | 9 | 14 | 4 | 9 | 14 | 4 |
Bars Traded | 4353 | 3279 | 1074 | 4353 | 3279 | 1074 |
Profit Streak | 46.248 | 46.248 | 79.748 | 46.248 | 46.248 | 79.748 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425341 | 306060 | -128265 | -208861 | -237019 | -255503 |
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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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