Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319632.8861 | 172115.439 | 147517.4471 | 764.1289 | -65308.461 | 66072.5898 |
Total P&L (%) | 319.6329 | 172.1154 | 147.5174 | 0.7641 | -65.3085 | 66.0726 |
Avg Daily Profit (%) | 0.2097 | 0.1129 | 0.0968 | 0.0005 | -0.0694 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176479 | -133125 | -100955 | -706234 | -478989 | -326917 |
Profit Factor | 1.3364 | 1.3248 | 1.3512 | 1.0003 | 0.9488 | 1.0655 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 46.5241 | 42.5532 | 50.5376 | 46.5241 | 42.5532 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.5361 | 1.7884 | 1.3224 | 1.1498 | 1.2809 | 1.0428 |
Largest Winning Trade | 278513 | 278513 | 46337 | 278513 | 278513 | 149836 |
Largest Losing Trade | -31784 | -30591 | -31784 | -213591 | -213591 | -97334 |
Avg Bars in Trades | 96 | 96 | 97 | 96 | 96 | 97 |
Avg Bars in Winners | 120 | 121 | 120 | 120 | 121 | 120 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 18051 | 9027 | 9024 | 18051 | 9027 | 9024 |
Profit Streak | 17.529 | 82.3623 | 0 | 17.529 | 82.3623 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335405 | -42664 | -63584 | -577882 | -580898 | -297401 |
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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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