Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448049.9209 | 353821.7479 | 94228.173 | 95620.2376 | -10070.9735 | 105691.2111 |
Total P&L (%) | 448.0499 | 353.8217 | 94.2282 | 95.6202 | -10.071 | 105.6912 |
Avg Daily Profit (%) | 0.2347 | 0.1853 | 0.0494 | 0.0352 | -0.0056 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163877 | -129856 | -67285 | -1000537 | -957637 | -259502 |
Profit Factor | 1.4432 | 1.4674 | 1.371 | 1.0291 | 0.996 | 1.1337 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 59.4737 | 54.7368 | 64.2105 | 59.4737 | 54.7368 | 64.2105 |
Ratio Avg Win / Avg Loss | 0.9834 | 1.2134 | 0.7642 | 0.7012 | 0.8236 | 0.6319 |
Largest Winning Trade | 101466 | 101466 | 14910 | 494090 | 494090 | 106196 |
Largest Losing Trade | -61166 | -61166 | -49971 | -476139 | -476139 | -151059 |
Avg Bars in Trades | 119 | 205 | 33 | 119 | 205 | 33 |
Avg Bars in Winners | 71 | 128 | 23 | 71 | 128 | 23 |
Avg Bars in Losers | 189 | 299 | 50 | 189 | 299 | 50 |
Bars Traded | 22747 | 19561 | 3185 | 22747 | 19561 | 3185 |
Profit Streak | 49.6921 | 53.9421 | 49.6921 | 49.6921 | 53.9421 | 49.6921 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397276 | 373882 | -124913 | -332332 | -578994 | -214318 |
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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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