Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564582.5749 | 530496.3967 | 34086.1781 | 29414.6714 | 725397.7304 | -695983.059 |
Total P&L (%) | 564.5826 | 530.4964 | 34.0862 | 29.4147 | 725.3977 | -695.9831 |
Avg Daily Profit (%) | 0.2362 | 0.2219 | 0.0143 | 0.0108 | 0.0883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212130 | -104149 | -133116 | -2883878 | -1336750 | -1672286 |
Profit Factor | 1.4649 | 1.8317 | 1.0591 | 1.0029 | 1.1301 | 0.8476 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 41.5094 | 43.75 | 39.2405 | 41.5094 | 43.75 | 39.2405 |
Ratio Avg Win / Avg Loss | 2.0641 | 2.355 | 1.6399 | 1.4132 | 1.453 | 1.3124 |
Largest Winning Trade | 280990 | 280990 | 63379 | 1342260 | 1342260 | 719334 |
Largest Losing Trade | -43083 | -33484 | -43083 | -697672 | -549175 | -697672 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 64 | 57 | 71 | 64 | 57 | 71 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 6981 | 3396 | 3585 | 6981 | 3396 | 3585 |
Profit Streak | 12.0418 | 14.0418 | 0 | 12.0418 | 14.0418 | 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 | 313314 | -9592 | -362082 | -400770 | -173296 | -610253 |
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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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