Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410941.5052 | 208451.7954 | 202489.7098 | 422907.6274 | -157493.2855 | 580400.9129 |
Total P&L (%) | 410.9415 | 208.4518 | 202.4897 | 422.9076 | -157.4933 | 580.4009 |
Avg Daily Profit (%) | 0.2157 | 0.1094 | 0.1063 | 0.0869 | 0 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78027 | -82568 | -56388 | -793498 | -554532 | -373313 |
Profit Factor | 1.6239 | 1.5687 | 1.6931 | 1.1171 | 0.9219 | 1.3637 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 41.3534 | 33.3333 | 49.2537 | 41.3534 | 33.3333 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.3029 | 3.1373 | 1.7444 | 1.5842 | 1.8438 | 1.4051 |
Largest Winning Trade | 144214 | 144214 | 58658 | 302643 | 302643 | 277942 |
Largest Losing Trade | -26194 | -23448 | -26194 | -297655 | -154583 | -297655 |
Avg Bars in Trades | 168 | 145 | 191 | 168 | 145 | 191 |
Avg Bars in Winners | 271 | 241 | 292 | 271 | 241 | 292 |
Avg Bars in Losers | 95 | 98 | 92 | 95 | 98 | 92 |
Bars Traded | 22428 | 9625 | 12803 | 22428 | 9625 | 12803 |
Profit Streak | 15.9301 | 0 | 26.9301 | 15.9301 | 0 | 26.9301 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302330 | -175005 | -164296 | -170051 | -708939 | -174063 |
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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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