Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459582.8622 | 199108.775 | 260474.0872 | 404228.4732 | -1252648.7024 | 1656877.1756 |
Total P&L (%) | 459.5829 | 199.1088 | 260.4741 | 404.2285 | -1252.6487 | 1656.8772 |
Avg Daily Profit (%) | 0.2758 | 0.1195 | 0.1563 | 0.0971 | 0 | 0.1722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106504 | -126180 | -92467 | -2633452 | -2632492 | -2220013 |
Profit Factor | 1.5881 | 1.4323 | 1.8117 | 1.0363 | 0.8023 | 1.346 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 103 | 40 | 63 | 103 | 40 | 63 |
Losing Trades | 74 | 48 | 26 | 74 | 48 | 26 |
Profitability (%) | 58.1921 | 45.4545 | 70.7865 | 58.1921 | 45.4545 | 70.7865 |
Ratio Avg Win / Avg Loss | 1.141 | 1.7188 | 0.7477 | 0.7446 | 0.9628 | 0.5555 |
Largest Winning Trade | 181055 | 181055 | 37572 | 695965 | 548653 | 695965 |
Largest Losing Trade | -55881 | -55881 | -52712 | -1623120 | -1492205 | -1623120 |
Avg Bars in Trades | 36 | 46 | 26 | 36 | 46 | 26 |
Avg Bars in Winners | 25 | 31 | 21 | 25 | 31 | 21 |
Avg Bars in Losers | 52 | 59 | 39 | 52 | 59 | 39 |
Bars Traded | 6485 | 4115 | 2370 | 6485 | 4115 | 2370 |
Profit Streak | 17.0922 | 0 | 54.0922 | 17.0922 | 0 | 54.0922 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456223 | -33562 | 443157 | -242945 | -582864 | 392451 |
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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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