Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686308.6583 | 591336.044 | 94972.6143 | 558167.17 | 166086.7865 | 392080.3835 |
Total P&L (%) | 686.3087 | 591.336 | 94.9726 | 558.1672 | 166.0868 | 392.0804 |
Avg Daily Profit (%) | 0.2832 | 0.244 | 0.0392 | 0.0778 | 0.0404 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98848 | -77986 | -119608 | -1097413 | -824118 | -561245 |
Profit Factor | 1.8222 | 2.4457 | 1.2231 | 1.1001 | 1.0593 | 1.1413 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 37.7551 | 32.6531 | 42.8571 | 37.7551 | 32.6531 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.0042 | 5.0442 | 1.6308 | 1.8136 | 2.1847 | 1.5217 |
Largest Winning Trade | 281115 | 281115 | 70806 | 443042 | 426784 | 443042 |
Largest Losing Trade | -44487 | -21521 | -44487 | -285478 | -203323 | -285478 |
Avg Bars in Trades | 72 | 56 | 88 | 72 | 56 | 88 |
Avg Bars in Winners | 139 | 115 | 157 | 139 | 115 | 157 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 14193 | 5511 | 8682 | 14193 | 5511 | 8682 |
Profit Streak | 0 | 0 | 5.0334 | 0 | 0 | 5.0334 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304933 | 217275 | -142180 | -201737 | -300213 | -171435 |
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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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