Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501085.6806 | 413721.5933 | 87364.0873 | -74986.8528 | 43980.4107 | -118967.2635 |
Total P&L (%) | 501.0857 | 413.7216 | 87.3641 | -74.9869 | 43.9804 | -118.9673 |
Avg Daily Profit (%) | 0.2118 | 0.1749 | 0.0369 | -0.0586 | 0.0154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231691 | -122393 | -269428 | -276662 | -72538 | -248844 |
Profit Factor | 1.3567 | 1.7035 | 1.107 | 0.9043 | 1.1561 | 0.763 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 52.0767 | 49.0446 | 55.1282 | 52.0767 | 49.0446 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.2485 | 1.7699 | 0.901 | 0.8322 | 1.2012 | 0.621 |
Largest Winning Trade | 85065 | 85065 | 57996 | 60488 | 43153 | 60488 |
Largest Losing Trade | -96640 | -25253 | -96640 | -106361 | -30690 | -106361 |
Avg Bars in Trades | 44 | 34 | 54 | 44 | 34 | 54 |
Avg Bars in Winners | 53 | 39 | 66 | 53 | 39 | 66 |
Avg Bars in Losers | 35 | 30 | 40 | 35 | 30 | 40 |
Bars Traded | 14034 | 5494 | 8540 | 14034 | 5494 | 8540 |
Profit Streak | 2.0592 | 2.0592 | 27.7258 | 2.0592 | 2.0592 | 27.7258 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320852 | 306340 | -245673 | -580434 | -225052 | -578386 |
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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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