Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413384.4773 | 328584.9267 | 84799.5507 | 92514.7301 | 133321.4966 | -40806.7665 |
Total P&L (%) | 413.3845 | 328.5849 | 84.7996 | 92.5147 | 133.3215 | -40.8068 |
Avg Daily Profit (%) | 0.3349 | 0.2662 | 0.0687 | 0.0531 | 0.0687 | -0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95463 | -73578 | -95511 | -211827 | -179624 | -177395 |
Profit Factor | 1.4488 | 1.7368 | 1.1785 | 1.0721 | 1.2268 | 0.9413 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 64.5161 | 64.8148 | 64.2202 | 64.5161 | 64.8148 | 64.2202 |
Ratio Avg Win / Avg Loss | 0.7968 | 0.9428 | 0.6566 | 0.5896 | 0.666 | 0.5245 |
Largest Winning Trade | 89658 | 89658 | 31021 | 79284 | 58999 | 79284 |
Largest Losing Trade | -84112 | -49714 | -84112 | -168424 | -159050 | -168424 |
Avg Bars in Trades | 66 | 72 | 61 | 66 | 72 | 61 |
Avg Bars in Winners | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Losers | 101 | 109 | 93 | 101 | 109 | 93 |
Bars Traded | 14530 | 7776 | 6754 | 14530 | 7776 | 6754 |
Profit Streak | 15.8564 | 15.8564 | 40.023 | 15.8564 | 15.8564 | 40.023 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453693 | 393639 | -124075 | -260431 | -101046 | -577771 |
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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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