Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420309.323 | 375626.9481 | 44682.3749 | -1844.8697 | 87310.4189 | -89155.2886 |
Total P&L (%) | 420.3093 | 375.6269 | 44.6824 | -1.8449 | 87.3104 | -89.1553 |
Avg Daily Profit (%) | 0.1937 | 0.1731 | 0.0206 | -0.0009 | 0.0289 | -0.1023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140046 | -143163 | -68620 | -548529 | -451447 | -271086 |
Profit Factor | 1.5511 | 2.0667 | 1.1088 | 0.9991 | 1.0914 | 0.9171 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 47.8873 | 44.8598 | 50.9434 | 47.8873 | 44.8598 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.688 | 2.5404 | 1.0678 | 1.0872 | 1.3416 | 0.8831 |
Largest Winning Trade | 358373 | 358373 | 51079 | 239539 | 239539 | 179995 |
Largest Losing Trade | -68620 | -36572 | -68620 | -235058 | -231520 | -235058 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 49 | 35 | 62 | 49 | 35 | 62 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 8176 | 3427 | 4749 | 8176 | 3427 | 4749 |
Profit Streak | 51.0852 | 57.8352 | 0 | 51.0852 | 57.8352 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401553 | 376186 | -268102 | -578253 | -275044 | -580927 |
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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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