Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372156.6431 | 313603.8089 | 58552.8342 | 97250.6123 | 104180.3181 | -6929.7058 |
Total P&L (%) | 372.1566 | 313.6038 | 58.5528 | 97.2506 | 104.1803 | -6.9297 |
Avg Daily Profit (%) | 0.3573 | 0.3011 | 0.0562 | 0.0652 | 0.0686 | -0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196345 | -140176 | -73807 | -1675609 | -1319610 | -484125 |
Profit Factor | 1.627 | 1.8051 | 1.287 | 1.0253 | 1.0404 | 0.9945 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 39.4958 | 32.2034 | 46.6667 | 39.4958 | 32.2034 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.4924 | 3.8001 | 1.4709 | 1.5707 | 2.1903 | 1.1366 |
Largest Winning Trade | 192589 | 192589 | 29377 | 1036482 | 1036482 | 196461 |
Largest Losing Trade | -38864 | -38864 | -20432 | -512211 | -512211 | -175163 |
Avg Bars in Trades | 206 | 267 | 146 | 206 | 267 | 146 |
Avg Bars in Winners | 320 | 466 | 221 | 320 | 466 | 221 |
Avg Bars in Losers | 132 | 172 | 81 | 132 | 172 | 81 |
Bars Traded | 24563 | 15754 | 8809 | 24563 | 15754 | 8809 |
Profit Streak | 10.3008 | 0 | 15.2592 | 10.3008 | 0 | 15.2592 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321584 | -171970 | -288509 | -300529 | -460294 | -749003 |
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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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