Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547487.6255 | 469712.7838 | 77774.8416 | 195713.6457 | -38585.6659 | 234299.3116 |
Total P&L (%) | 547.4876 | 469.7128 | 77.7748 | 195.7136 | -38.5857 | 234.2993 |
Avg Daily Profit (%) | 0.2329 | 0.1998 | 0.0331 | 0.0461 | -0.0207 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170086 | -73389 | -299744 | -195017 | -216810 | -121026 |
Profit Factor | 1.5229 | 2.162 | 1.121 | 1.2187 | 0.9166 | 1.5419 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 43.9024 | 45.122 | 42.6829 | 43.9024 | 45.122 | 42.6829 |
Ratio Avg Win / Avg Loss | 1.9459 | 2.6295 | 1.5053 | 1.5572 | 1.1148 | 2.0706 |
Largest Winning Trade | 252252 | 252252 | 55476 | 136316 | 136316 | 104968 |
Largest Losing Trade | -55483 | -18404 | -55483 | -74092 | -60969 | -74092 |
Avg Bars in Trades | 85 | 74 | 95 | 85 | 74 | 95 |
Avg Bars in Winners | 131 | 106 | 157 | 131 | 106 | 157 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 13958 | 6129 | 7828 | 13958 | 6129 | 7828 |
Profit Streak | 16.4824 | 31.149 | 0 | 16.4824 | 31.149 | 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 | 357780 | 213025 | -242312 | -131538 | -584926 | -128968 |
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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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