Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504487.9833 | 312652.7951 | 191835.1882 | 336139.0781 | -777805.3059 | 1113944.3841 |
Total P&L (%) | 504.488 | 312.6528 | 191.8352 | 336.1391 | -777.8053 | 1113.9444 |
Avg Daily Profit (%) | 0.2769 | 0.1716 | 0.1053 | 0.0809 | 0 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115668 | -126799 | -79467 | -2003616 | -1828672 | -1067955 |
Profit Factor | 1.6359 | 1.7226 | 1.532 | 1.0499 | 0.795 | 1.3782 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 49.4505 | 42.8571 | 56.044 | 49.4505 | 42.8571 | 56.044 |
Ratio Avg Win / Avg Loss | 1.6723 | 2.2968 | 1.2015 | 1.0732 | 1.06 | 1.0809 |
Largest Winning Trade | 288519 | 288519 | 67484 | 801884 | 615516 | 801884 |
Largest Losing Trade | -40674 | -28118 | -40674 | -616343 | -334503 | -616343 |
Avg Bars in Trades | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Winners | 40 | 29 | 49 | 40 | 29 | 49 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 5292 | 2034 | 3256 | 5292 | 2034 | 3256 |
Profit Streak | 6.6834 | 16.3501 | 6.6834 | 6.6834 | 16.3501 | 6.6834 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522641 | 335315 | -48848 | -247900 | -580440 | -6933 |
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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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