Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472720.5012 | 370559.1703 | 102161.3309 | 644771.3506 | -519183.4996 | 1163954.8502 |
Total P&L (%) | 472.7205 | 370.5592 | 102.1613 | 644.7714 | -519.1835 | 1163.9549 |
Avg Daily Profit (%) | 0.2148 | 0.1683 | 0.0464 | 0.0913 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141496 | -98459 | -55981 | -2229552 | -2586968 | -640820 |
Profit Factor | 1.5355 | 1.6762 | 1.3052 | 1.0619 | 0.9275 | 1.3577 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 52.4752 | 50.4951 | 54.4554 | 52.4752 | 50.4951 | 54.4554 |
Ratio Avg Win / Avg Loss | 1.3907 | 1.6433 | 1.0916 | 0.9617 | 0.9094 | 1.1356 |
Largest Winning Trade | 92912 | 92912 | 40113 | 813414 | 813414 | 543894 |
Largest Losing Trade | -50583 | -50583 | -16135 | -945374 | -945374 | -270387 |
Avg Bars in Trades | 42 | 60 | 25 | 42 | 60 | 25 |
Avg Bars in Winners | 47 | 71 | 25 | 47 | 71 | 25 |
Avg Bars in Losers | 37 | 48 | 24 | 37 | 48 | 24 |
Bars Traded | 8646 | 6093 | 2553 | 8646 | 6093 | 2553 |
Profit Streak | 0 | 27.6897 | 0 | 0 | 27.6897 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383350 | 390445 | -130239 | -223456 | -580458 | -37634 |
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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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