Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655212.0716 | 609678.3719 | 45533.6997 | 160460.2334 | -254049.3659 | 414509.5994 |
Total P&L (%) | 655.2121 | 609.6784 | 45.5337 | 160.4602 | -254.0494 | 414.5096 |
Avg Daily Profit (%) | 0.3394 | 0.3158 | 0.0236 | 0.0496 | 0 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190869 | -117970 | -79979 | -1205743 | -836338 | -549455 |
Profit Factor | 1.7412 | 2.4744 | 1.0968 | 1.0489 | 0.8492 | 1.2594 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 42.1687 | 34.9398 | 49.3976 | 42.1687 | 34.9398 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.3879 | 4.6076 | 1.1235 | 1.4385 | 1.5813 | 1.2901 |
Largest Winning Trade | 339209 | 339209 | 52866 | 422016 | 411818 | 422016 |
Largest Losing Trade | -50269 | -36585 | -50269 | -200394 | -153414 | -200394 |
Avg Bars in Trades | 67 | 50 | 85 | 67 | 50 | 85 |
Avg Bars in Winners | 118 | 96 | 134 | 118 | 96 | 134 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 11286 | 4218 | 7068 | 11286 | 4218 | 7068 |
Profit Streak | 6.4499 | 9.7832 | 0 | 6.4499 | 9.7832 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397622 | 295897 | -277733 | -294915 | -583524 | -80344 |
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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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