Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434730.2073 | 345193.2464 | 89536.9609 | 181796.4966 | -93326.2023 | 275122.6989 |
Total P&L (%) | 434.7302 | 345.1932 | 89.537 | 181.7965 | -93.3262 | 275.1227 |
Avg Daily Profit (%) | 0.2001 | 0.1589 | 0.0412 | 0.0477 | -0.1245 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171063 | -142010 | -72254 | -1563704 | -1330196 | -825874 |
Profit Factor | 1.6783 | 2.0333 | 1.2918 | 1.0332 | 0.9677 | 1.1065 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 44.9102 | 45.2381 | 44.5783 | 44.9102 | 45.2381 | 44.5783 |
Ratio Avg Win / Avg Loss | 2.0588 | 2.4614 | 1.6061 | 1.2674 | 1.1715 | 1.3756 |
Largest Winning Trade | 256453 | 256453 | 41127 | 832035 | 832035 | 390482 |
Largest Losing Trade | -40319 | -40319 | -36386 | -619294 | -619294 | -455935 |
Avg Bars in Trades | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Winners | 69 | 48 | 91 | 69 | 48 | 91 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 8223 | 3607 | 4615 | 8223 | 3607 | 4615 |
Profit Streak | 75.9433 | 75.9433 | 77.6933 | 75.9433 | 75.9433 | 77.6933 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400202 | 357032 | -138199 | -312922 | -580327 | -216567 |
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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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