Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472652.8617 | 241279.1103 | 231373.7514 | 703474.7035 | -49036.0175 | 752510.721 |
Total P&L (%) | 472.6529 | 241.2791 | 231.3738 | 703.4747 | -49.036 | 752.5107 |
Avg Daily Profit (%) | 0.2607 | 0.1331 | 0.1276 | 0.115 | -0.0372 | 0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100443 | -148372 | -97127 | -1299485 | -1431998 | -1320459 |
Profit Factor | 1.5608 | 1.5425 | 1.5812 | 1.0971 | 0.9873 | 1.222 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 52.2321 | 49.1071 | 55.3571 | 52.2321 | 49.1071 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.4274 | 1.5986 | 1.2751 | 1.0033 | 1.0232 | 0.9855 |
Largest Winning Trade | 163427 | 163427 | 41809 | 304535 | 290196 | 304535 |
Largest Losing Trade | -46256 | -39727 | -46256 | -424766 | -378833 | -424766 |
Avg Bars in Trades | 96 | 88 | 104 | 96 | 88 | 104 |
Avg Bars in Winners | 103 | 90 | 115 | 103 | 90 | 115 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 21581 | 9861 | 11720 | 21581 | 9861 | 11720 |
Profit Streak | 46.2942 | 46.2942 | 46.4609 | 46.2942 | 46.2942 | 46.4609 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457117 | -12723 | -19410 | -149901 | -579157 | -35318 |
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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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