Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446053.6097 | 255273.8575 | 190779.7522 | 212343.1292 | -560766.4263 | 773109.5555 |
Total P&L (%) | 446.0536 | 255.2739 | 190.7798 | 212.3431 | -560.7664 | 773.1096 |
Avg Daily Profit (%) | 0.2676 | 0.1532 | 0.1145 | 0.0684 | 0 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149848 | -124390 | -86539 | -1398539 | -1022572 | -774450 |
Profit Factor | 1.5605 | 1.5034 | 1.6607 | 1.0358 | 0.8446 | 1.3326 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 47.929 | 44.7059 | 51.1905 | 47.929 | 44.7059 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.6953 | 1.8594 | 1.5835 | 1.1253 | 1.0447 | 1.2707 |
Largest Winning Trade | 300803 | 300803 | 52213 | 520147 | 520147 | 452108 |
Largest Losing Trade | -32627 | -32627 | -25685 | -296798 | -272929 | -296798 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 25 | 33 | 15 | 25 | 33 | 15 |
Bars Traded | 4730 | 2662 | 2068 | 4730 | 2662 | 2068 |
Profit Streak | 10.0558 | 10.0558 | 23.3891 | 10.0558 | 10.0558 | 23.3891 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448062 | 285664 | -35898 | -281359 | -580834 | -17504 |
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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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