Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409969.6466 | 297503.658 | 112465.9886 | 65875.6567 | -263447.2316 | 329322.8883 |
Total P&L (%) | 409.9696 | 297.5037 | 112.466 | 65.8757 | -263.4472 | 329.3229 |
Avg Daily Profit (%) | 0.2154 | 0.1563 | 0.0591 | 0.0266 | 0 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186149 | -99361 | -122065 | -1690170 | -1336474 | -784755 |
Profit Factor | 1.3654 | 1.5086 | 1.2094 | 1.0112 | 0.9207 | 1.1294 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 50.5556 | 46.6667 | 54.4444 | 50.5556 | 46.6667 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.3354 | 1.7241 | 1.0119 | 0.989 | 1.0522 | 0.945 |
Largest Winning Trade | 103622 | 103622 | 45401 | 412150 | 365115 | 412150 |
Largest Losing Trade | -58301 | -37570 | -58301 | -569809 | -569809 | -507727 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 49 | 41 | 59 | 49 | 41 | 59 |
Bars Traded | 7515 | 3368 | 4148 | 7515 | 3368 | 4148 |
Profit Streak | 16.4394 | 0 | 38.9394 | 16.4394 | 0 | 38.9394 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353718 | 291873 | -113236 | -365874 | -580721 | -169248 |
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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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