Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512328.0573 | 463278.7877 | 49049.2696 | 145351.7106 | -100478.5778 | 245830.2884 |
Total P&L (%) | 512.3281 | 463.2788 | 49.0493 | 145.3517 | -100.4786 | 245.8303 |
Avg Daily Profit (%) | 0.2123 | 0.192 | 0.0203 | 0.0372 | 0 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203648 | -115517 | -171539 | -1005477 | -1119049 | -358506 |
Profit Factor | 1.4566 | 1.7901 | 1.0916 | 1.04 | 0.9564 | 1.185 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 50.2762 | 53.3333 | 47.2527 | 50.2762 | 53.3333 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.4406 | 1.5663 | 1.2185 | 1.0286 | 0.8368 | 1.3227 |
Largest Winning Trade | 98578 | 98578 | 67230 | 493189 | 493189 | 446704 |
Largest Losing Trade | -53456 | -37581 | -53456 | -421403 | -421403 | -144426 |
Avg Bars in Trades | 25 | 18 | 32 | 25 | 18 | 32 |
Avg Bars in Winners | 29 | 16 | 44 | 29 | 16 | 44 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4681 | 1706 | 2974 | 4681 | 1706 | 2974 |
Profit Streak | 13.9808 | 26.4808 | 13.9808 | 13.9808 | 26.4808 | 13.9808 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414761 | 427868 | -287719 | -317388 | -579840 | -142095 |
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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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