Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469949.4793 | 438255.0115 | 31694.4678 | 63317.8797 | 107833.4275 | -44515.5478 |
Total P&L (%) | 469.9495 | 438.255 | 31.6945 | 63.3179 | 107.8334 | -44.5155 |
Avg Daily Profit (%) | 0.2256 | 0.2104 | 0.0152 | 0.0235 | 0.0351 | -0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156161 | -182780 | -107950 | -192274 | -221241 | -155388 |
Profit Factor | 1.4618 | 1.8633 | 1.0621 | 1.0518 | 1.1735 | 0.9258 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 39.8907 | 36.2637 | 43.4783 | 39.8907 | 36.2637 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.2027 | 3.275 | 1.3808 | 1.585 | 2.0625 | 1.2035 |
Largest Winning Trade | 296546 | 296546 | 58033 | 152715 | 152715 | 56383 |
Largest Losing Trade | -48642 | -38243 | -48642 | -83438 | -73173 | -83438 |
Avg Bars in Trades | 134 | 142 | 127 | 134 | 142 | 127 |
Avg Bars in Winners | 188 | 201 | 178 | 188 | 201 | 178 |
Avg Bars in Losers | 98 | 108 | 87 | 98 | 108 | 87 |
Bars Traded | 24639 | 12955 | 11684 | 24639 | 12955 | 11684 |
Profit Streak | 39.9273 | 39.9273 | 42.2606 | 39.9273 | 39.9273 | 42.2606 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305209 | 221073 | -329506 | -325795 | -179687 | -580968 |
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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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