Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571581.5285 | 543235.5497 | 28345.9788 | 44864.3646 | 457867.0411 | -413002.6765 |
Total P&L (%) | 571.5815 | 543.2356 | 28.346 | 44.8644 | 457.867 | -413.0027 |
Avg Daily Profit (%) | 0.2405 | 0.2285 | 0.0119 | 0.0156 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191965 | -77776 | -217795 | -611314 | -200443 | -552279 |
Profit Factor | 1.5044 | 2.056 | 1.0458 | 1.0201 | 1.4702 | 0.6713 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 51.8919 | 52.6882 | 51.087 | 51.8919 | 52.6882 | 51.087 |
Ratio Avg Win / Avg Loss | 1.3947 | 1.8462 | 1.0013 | 0.9457 | 1.3201 | 0.6428 |
Largest Winning Trade | 222958 | 222958 | 68447 | 348071 | 348071 | 102824 |
Largest Losing Trade | -64132 | -56812 | -64132 | -318360 | -149665 | -318360 |
Avg Bars in Trades | 37 | 27 | 47 | 37 | 27 | 47 |
Avg Bars in Winners | 50 | 32 | 68 | 50 | 32 | 68 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 6918 | 2589 | 4329 | 6918 | 2589 | 4329 |
Profit Streak | 2.226 | 2.8926 | 0 | 2.226 | 2.8926 | 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 | 326233 | 405403 | -350466 | -374528 | -96155 | -580945 |
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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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