Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634613.6018 | 572829.1125 | 61784.4893 | 666414.7913 | 929987.2172 | -263572.4259 |
Total P&L (%) | 634.6136 | 572.8291 | 61.7845 | 666.4148 | 929.9872 | -263.5724 |
Avg Daily Profit (%) | 0.3384 | 0.3055 | 0.0329 | 0.1087 | 0.1244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179253 | -130213 | -88572 | -906049 | -744843 | -700503 |
Profit Factor | 1.6429 | 2.1467 | 1.1267 | 1.1343 | 1.3738 | 0.8934 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Losing Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Profitability (%) | 53.012 | 57.8313 | 48.1928 | 53.012 | 57.8313 | 48.1928 |
Ratio Avg Win / Avg Loss | 1.4562 | 1.5653 | 1.2112 | 1.0054 | 1.0017 | 0.9604 |
Largest Winning Trade | 288184 | 288184 | 45801 | 400826 | 400826 | 137260 |
Largest Losing Trade | -46228 | -46228 | -36909 | -275514 | -275514 | -233682 |
Avg Bars in Trades | 30 | 39 | 22 | 30 | 39 | 22 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 32 | 48 | 20 | 32 | 48 | 20 |
Bars Traded | 5087 | 3237 | 1850 | 5087 | 3237 | 1850 |
Profit Streak | 53.1135 | 0 | 68.1135 | 53.1135 | 0 | 68.1135 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469576 | 493399 | -230742 | -118461 | -25257 | -580976 |
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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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