Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316658.2751 | 85389.6102 | 231268.665 | 269353.2191 | -197107.4622 | 466460.6813 |
Total P&L (%) | 316.6583 | 85.3896 | 231.2687 | 269.3532 | -197.1075 | 466.4607 |
Avg Daily Profit (%) | 0.2093 | 0.0564 | 0.1528 | 0.0864 | 0 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181300 | -143057 | -87318 | -3155301 | -2159378 | -1484074 |
Profit Factor | 1.3881 | 1.2127 | 1.5581 | 1.0331 | 0.9503 | 1.1117 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 106 | 45 | 61 | 106 | 45 | 61 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 50.7177 | 43.2692 | 58.0952 | 50.7177 | 43.2692 | 58.0952 |
Ratio Avg Win / Avg Loss | 1.3489 | 1.59 | 1.1239 | 1.0038 | 1.2459 | 0.8019 |
Largest Winning Trade | 72149 | 72149 | 39357 | 994965 | 994965 | 539805 |
Largest Losing Trade | -44944 | -23018 | -44944 | -573131 | -573131 | -479250 |
Avg Bars in Trades | 42 | 29 | 54 | 42 | 29 | 54 |
Avg Bars in Winners | 51 | 40 | 60 | 51 | 40 | 60 |
Avg Bars in Losers | 31 | 21 | 46 | 31 | 21 | 46 |
Bars Traded | 8803 | 3077 | 5726 | 8803 | 3077 | 5726 |
Profit Streak | 8.4776 | 0 | 21.1442 | 8.4776 | 0 | 21.1442 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366522 | -119520 | 385463 | -259900 | -581728 | -137411 |
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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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