Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509546.6509 | 441488.8145 | 68057.8364 | 42458.3828 | -228452.5408 | 270910.9236 |
Total P&L (%) | 509.5467 | 441.4888 | 68.0578 | 42.4584 | -228.4525 | 270.9109 |
Avg Daily Profit (%) | 0.2349 | 0.2035 | 0.0314 | 0.0163 | 0 | 0.0604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253020 | -176552 | -162872 | -3319553 | -2011638 | -1642398 |
Profit Factor | 1.5471 | 1.9854 | 1.1408 | 1.0047 | 0.9492 | 1.0596 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 44.7917 | 41.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.9069 | 2.7795 | 1.24 | 1.2383 | 1.3288 | 1.1517 |
Largest Winning Trade | 287908 | 287908 | 54230 | 1099001 | 1099001 | 910118 |
Largest Losing Trade | -55652 | -37280 | -55652 | -1178022 | -638445 | -1178022 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 6338 | 2973 | 3365 | 6338 | 2973 | 3365 |
Profit Streak | 27.6325 | 27.6325 | 72.9658 | 27.6325 | 27.6325 | 72.9658 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397175 | 303304 | -216403 | -388428 | -582109 | -266887 |
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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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