Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372472.5515 | 67151.2981 | 305321.2534 | 590212.8978 | 22583.0097 | 567629.8881 |
Total P&L (%) | 372.4726 | 67.1513 | 305.3213 | 590.2129 | 22.583 | 567.6299 |
Avg Daily Profit (%) | 0.2434 | 0.0439 | 0.1996 | 0.1263 | 0.0133 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59744 | -62416 | -58923 | -283150 | -277729 | -191434 |
Profit Factor | 1.5476 | 1.1619 | 2.1501 | 1.2857 | 1.0188 | 1.6559 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 67 | 26 | 41 | 67 | 26 | 41 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 42.9487 | 33.3333 | 52.5641 | 42.9487 | 33.3333 | 52.5641 |
Ratio Avg Win / Avg Loss | 2.0557 | 2.3238 | 1.9404 | 1.7079 | 2.0376 | 1.4944 |
Largest Winning Trade | 113777 | 113777 | 36660 | 275028 | 275028 | 189444 |
Largest Losing Trade | -41315 | -31010 | -41315 | -94836 | -94836 | -82229 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 28 | 34 | 24 | 28 | 34 | 24 |
Avg Bars in Losers | 12 | 15 | 8 | 12 | 15 | 8 |
Bars Traded | 2987 | 1677 | 1310 | 2987 | 1677 | 1310 |
Profit Streak | 22.4018 | 0 | 26.4018 | 22.4018 | 0 | 26.4018 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345651 | -216461 | -21599 | -23923 | -419608 | -58116 |
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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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