Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494847.6397 | 435503.0231 | 59344.6166 | 190227.6739 | 284239.807 | -94012.1331 |
Total P&L (%) | 494.8476 | 435.503 | 59.3446 | 190.2277 | 284.2398 | -94.0121 |
Avg Daily Profit (%) | 0.1977 | 0.174 | 0.0237 | 0.0426 | 0.0538 | -0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155952 | -157266 | -84995 | -897312 | -693588 | -276212 |
Profit Factor | 1.7772 | 2.3668 | 1.1866 | 1.0935 | 1.259 | 0.8997 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 45.2381 | 51.2195 | 48.1928 | 45.2381 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.9105 | 2.8651 | 1.1301 | 1.1755 | 1.524 | 0.8568 |
Largest Winning Trade | 288727 | 288727 | 57227 | 429827 | 429827 | 265780 |
Largest Losing Trade | -45843 | -35765 | -45843 | -177518 | -174127 | -177518 |
Avg Bars in Trades | 86 | 97 | 75 | 86 | 97 | 75 |
Avg Bars in Winners | 114 | 129 | 100 | 114 | 129 | 100 |
Avg Bars in Losers | 60 | 70 | 48 | 60 | 70 | 48 |
Bars Traded | 7180 | 4085 | 3096 | 7180 | 4085 | 3096 |
Profit Streak | 118.748 | 118.748 | 165.4147 | 118.748 | 118.748 | 165.4147 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373641 | 398044 | -175632 | -254299 | -120977 | -579230 |
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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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