Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409537.6667 | 292440.898 | 117096.7687 | -50724.4642 | -258699.1096 | 207974.6454 |
Total P&L (%) | 409.5377 | 292.4409 | 117.0968 | -50.7245 | -258.6991 | 207.9746 |
Avg Daily Profit (%) | 0.2261 | 0.1615 | 0.0646 | -0.0391 | 0 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171996 | -128045 | -106397 | -2810565 | -798946 | -2437270 |
Profit Factor | 1.5047 | 1.7143 | 1.2912 | 0.989 | 0.8422 | 1.0704 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 48.4663 | 41.4634 | 55.5556 | 48.4663 | 41.4634 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5999 | 2.4202 | 1.033 | 1.0515 | 1.1891 | 0.8564 |
Largest Winning Trade | 288519 | 288519 | 72212 | 1140537 | 286002 | 1140537 |
Largest Losing Trade | -89345 | -37649 | -89345 | -2396313 | -579236 | -2396313 |
Avg Bars in Trades | 32 | 20 | 44 | 32 | 20 | 44 |
Avg Bars in Winners | 48 | 25 | 66 | 48 | 25 | 66 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5277 | 1688 | 3588 | 5277 | 1688 | 3588 |
Profit Streak | 0 | 0 | 17.5507 | 0 | 0 | 17.5507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379707 | 109453 | -117250 | -578853 | -586611 | -265350 |
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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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