Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516550.5587 | 449506.8704 | 67043.6883 | 60330.088 | 141009.0045 | -80678.9164 |
Total P&L (%) | 516.5506 | 449.5069 | 67.0437 | 60.3301 | 141.009 | -80.6789 |
Avg Daily Profit (%) | 0.2259 | 0.1966 | 0.0293 | 0.0206 | 0.0385 | -0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123777 | -163975 | -121061 | -417326 | -383030 | -318119 |
Profit Factor | 1.5024 | 1.7302 | 1.1626 | 1.0303 | 1.1141 | 0.8927 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 44.1989 | 41.7582 | 46.6667 | 44.1989 | 41.7582 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8968 | 2.4131 | 1.3286 | 1.3008 | 1.5538 | 1.0202 |
Largest Winning Trade | 270746 | 270746 | 63159 | 353139 | 353139 | 60799 |
Largest Losing Trade | -44053 | -44053 | -42921 | -169717 | -169717 | -68932 |
Avg Bars in Trades | 48 | 36 | 60 | 48 | 36 | 60 |
Avg Bars in Winners | 62 | 34 | 88 | 62 | 34 | 88 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 8782 | 3310 | 5472 | 8782 | 3310 | 5472 |
Profit Streak | 48.3319 | 55.0819 | 0 | 48.3319 | 55.0819 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358006 | 285013 | -197244 | -353819 | -238413 | -580721 |
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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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