Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431768.1632 | 380947.447 | 50820.7163 | 111058.5179 | 219320.4155 | -108261.8976 |
Total P&L (%) | 431.7682 | 380.9474 | 50.8207 | 111.0585 | 219.3204 | -108.2619 |
Avg Daily Profit (%) | 0.1727 | 0.1524 | 0.0203 | 0.0299 | 0.0465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115085 | -143105 | -110328 | -557184 | -530350 | -244102 |
Profit Factor | 1.4859 | 1.7804 | 1.1269 | 1.0521 | 1.1806 | 0.8821 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Profitability (%) | 42.7027 | 45.6522 | 39.7849 | 42.7027 | 45.6522 | 39.7849 |
Ratio Avg Win / Avg Loss | 1.9937 | 2.1196 | 1.7056 | 1.4116 | 1.4055 | 1.3351 |
Largest Winning Trade | 180820 | 180820 | 59013 | 278852 | 278852 | 146684 |
Largest Losing Trade | -54878 | -38423 | -54878 | -155405 | -155405 | -147120 |
Avg Bars in Trades | 79 | 58 | 100 | 79 | 58 | 100 |
Avg Bars in Winners | 118 | 75 | 167 | 118 | 75 | 167 |
Avg Bars in Losers | 50 | 44 | 56 | 50 | 44 | 56 |
Bars Traded | 14727 | 5386 | 9342 | 14727 | 5386 | 9342 |
Profit Streak | 48.5995 | 0 | 49.5995 | 48.5995 | 0 | 49.5995 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302822 | 309285 | -250529 | -317520 | -154720 | -582825 |
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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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