Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632324.5309 | 346002.3169 | 286322.214 | 2796197.5218 | -1124722.1368 | 3920919.6586 |
Total P&L (%) | 632.3245 | 346.0023 | 286.3222 | 2796.1975 | -1124.7221 | 3920.9197 |
Avg Daily Profit (%) | 0.3478 | 0.1903 | 0.1575 | 0.1853 | 0 | 0.2034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140933 | -129412 | -81570 | -5244761 | -3916784 | -3550222 |
Profit Factor | 1.8154 | 1.785 | 1.8556 | 1.1403 | 0.8951 | 1.426 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 88 | 33 | 55 | 88 | 33 | 55 |
Losing Trades | 118 | 70 | 48 | 118 | 70 | 48 |
Profitability (%) | 42.7184 | 32.0388 | 53.3981 | 42.7184 | 32.0388 | 53.3981 |
Ratio Avg Win / Avg Loss | 2.4343 | 3.7863 | 1.6194 | 1.529 | 1.8988 | 1.2445 |
Largest Winning Trade | 185655 | 185655 | 56992 | 2006477 | 1906075 | 2006477 |
Largest Losing Trade | -36746 | -18120 | -36746 | -1218517 | -563311 | -1218517 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5402 | 2411 | 2991 | 5402 | 2411 | 2991 |
Profit Streak | 89.7456 | 115.7456 | 89.7456 | 89.7456 | 115.7456 | 89.7456 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459319 | 191692 | 452836 | -57157 | -583598 | 385922 |
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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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