Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439477.863 | 254081.2482 | 185396.6148 | 751742.0376 | 939120.3085 | -187378.2709 |
Total P&L (%) | 439.4779 | 254.0812 | 185.3966 | 751.742 | 939.1203 | -187.3783 |
Avg Daily Profit (%) | 0.2607 | 0.1507 | 0.11 | 0.1272 | 0.139 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168516 | -130735 | -75485 | -1912582 | -592182 | -1415438 |
Profit Factor | 1.4678 | 1.5526 | 1.3866 | 1.1788 | 1.4694 | 0.9149 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5727 | 1.6635 | 1.4856 | 1.263 | 1.5744 | 0.9803 |
Largest Winning Trade | 67455 | 67455 | 45752 | 802270 | 802270 | 427572 |
Largest Losing Trade | -54397 | -54397 | -33484 | -484192 | -368725 | -484192 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3277 | 1414 | 1863 | 3277 | 1414 | 1863 |
Profit Streak | 14.1149 | 36.6149 | 0 | 14.1149 | 36.6149 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423993 | 370449 | -46171 | -45223 | -4494 | -581416 |
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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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