Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352629.2105 | 102667.5962 | 249961.6143 | 499609.6929 | -19221.6826 | 518831.3755 |
Total P&L (%) | 352.6292 | 102.6676 | 249.9616 | 499.6097 | -19.2217 | 518.8314 |
Avg Daily Profit (%) | 0.2341 | 0.0682 | 0.1659 | 0.119 | -0.0142 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110535 | -61507 | -100412 | -246148 | -313232 | -201341 |
Profit Factor | 1.4727 | 1.2999 | 1.6192 | 1.2631 | 0.9805 | 1.5688 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 56.4972 | 53.4091 | 59.5506 | 56.4972 | 53.4091 | 59.5506 |
Ratio Avg Win / Avg Loss | 1.134 | 1.134 | 1.0998 | 0.9726 | 0.8553 | 1.0656 |
Largest Winning Trade | 53221 | 31430 | 53221 | 128268 | 81654 | 128268 |
Largest Losing Trade | -50645 | -24505 | -50645 | -131849 | -131849 | -81490 |
Avg Bars in Trades | 33 | 18 | 47 | 33 | 18 | 47 |
Avg Bars in Winners | 33 | 14 | 50 | 33 | 14 | 50 |
Avg Bars in Losers | 32 | 23 | 44 | 32 | 23 | 44 |
Bars Traded | 5853 | 1606 | 4247 | 5853 | 1606 | 4247 |
Profit Streak | 4.9942 | 0 | 15.2442 | 4.9942 | 0 | 15.2442 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415182 | -101455 | 388439 | -33515 | -580377 | -27744 |
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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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