Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436414.9212 | 277719.5058 | 158695.4154 | 885063.88 | 1009949.58 | -124885.7001 |
Total P&L (%) | 436.4149 | 277.7195 | 158.6954 | 885.0639 | 1009.9496 | -124.8857 |
Avg Daily Profit (%) | 0.3065 | 0.195 | 0.1114 | 0.1608 | 0.1692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95507 | -71588 | -78401 | -979223 | -663173 | -1055670 |
Profit Factor | 1.7423 | 1.8141 | 1.6431 | 1.1781 | 1.4025 | 0.9492 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 58.9404 | 54.6667 | 63.1579 | 58.9404 | 54.6667 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.2137 | 1.5044 | 0.9584 | 0.8207 | 1.1631 | 0.5537 |
Largest Winning Trade | 112396 | 112396 | 50650 | 651468 | 651468 | 282001 |
Largest Losing Trade | -51581 | -51581 | -44978 | -611559 | -210684 | -611559 |
Avg Bars in Trades | 18 | 24 | 11 | 18 | 24 | 11 |
Avg Bars in Winners | 17 | 23 | 11 | 17 | 23 | 11 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 2780 | 1874 | 906 | 2780 | 1874 | 906 |
Profit Streak | 36.9027 | 36.9027 | 57.4027 | 36.9027 | 36.9027 | 57.4027 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517908 | -44233 | -89680 | -14881 | -46768 | -626576 |
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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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