Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806065.5228 | 756566.6611 | 49498.8617 | 47410.7759 | -372580.7124 | 419991.4882 |
Total P&L (%) | 806.0655 | 756.5667 | 49.4989 | 47.4108 | -372.5807 | 419.9915 |
Avg Daily Profit (%) | 0.3871 | 0.3633 | 0.0238 | 0.0186 | 0 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110797 | -122690 | -89743 | -556046 | -856918 | -142164 |
Profit Factor | 1.7946 | 2.1096 | 1.1488 | 1.0154 | 0.8359 | 1.514 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 50.8475 | 43.1818 | 58.427 | 50.8475 | 43.1818 | 58.427 |
Ratio Avg Win / Avg Loss | 1.7348 | 2.7758 | 0.8174 | 0.9815 | 1.0999 | 1.0773 |
Largest Winning Trade | 550885 | 550885 | 36497 | 436500 | 436500 | 130983 |
Largest Losing Trade | -53364 | -53364 | -51827 | -238096 | -238096 | -92094 |
Avg Bars in Trades | 136 | 226 | 47 | 136 | 226 | 47 |
Avg Bars in Winners | 152 | 298 | 46 | 152 | 298 | 46 |
Avg Bars in Losers | 119 | 172 | 47 | 119 | 172 | 47 |
Bars Traded | 24163 | 19956 | 4207 | 24163 | 19956 | 4207 |
Profit Streak | 21.6687 | 0 | 51.502 | 21.6687 | 0 | 51.502 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526581 | 377091 | -219223 | -373239 | -582081 | -84052 |
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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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