Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650802.7991 | 598490.4824 | 52312.3167 | 22037.2004 | 155704.3144 | -133667.114 |
Total P&L (%) | 650.8028 | 598.4905 | 52.3123 | 22.0372 | 155.7043 | -133.6671 |
Avg Daily Profit (%) | 0.4083 | 0.3755 | 0.0328 | 0.0125 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245962 | -170555 | -81886 | -354697 | -159030 | -238064 |
Profit Factor | 1.6614 | 2.182 | 1.1095 | 1.0219 | 1.3447 | 0.7584 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 40.4372 | 32.6087 | 48.3516 | 40.4372 | 32.6087 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.4472 | 4.5094 | 1.1852 | 1.5053 | 2.7791 | 0.8102 |
Largest Winning Trade | 425847 | 425847 | 54486 | 297584 | 297584 | 53214 |
Largest Losing Trade | -51482 | -30822 | -51482 | -98400 | -48903 | -98400 |
Avg Bars in Trades | 102 | 90 | 115 | 102 | 90 | 115 |
Avg Bars in Winners | 163 | 145 | 175 | 163 | 145 | 175 |
Avg Bars in Losers | 61 | 63 | 59 | 61 | 63 | 59 |
Bars Traded | 18816 | 8320 | 10496 | 18816 | 8320 | 10496 |
Profit Streak | 40.7234 | 40.7234 | 48.8901 | 40.7234 | 40.7234 | 48.8901 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402897 | 257975 | -250671 | -378746 | -119306 | -581167 |
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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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