Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533660.1206 | 345881.9463 | 187778.1743 | 216347.8635 | -133528.5629 | 349876.4265 |
Total P&L (%) | 533.6601 | 345.8819 | 187.7782 | 216.3479 | -133.5286 | 349.8764 |
Avg Daily Profit (%) | 0.2935 | 0.1903 | 0.1033 | 0.0634 | 0 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103961 | -131451 | -73616 | -981609 | -913515 | -798501 |
Profit Factor | 1.6366 | 1.8132 | 1.4548 | 1.0509 | 0.9362 | 1.1622 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 33 | 55 | 88 | 33 | 55 |
Losing Trades | 103 | 62 | 41 | 103 | 62 | 41 |
Profitability (%) | 46.0733 | 34.7368 | 57.2917 | 46.0733 | 34.7368 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.9156 | 3.4067 | 1.0845 | 1.23 | 1.7589 | 0.8664 |
Largest Winning Trade | 331257 | 331257 | 58103 | 503658 | 503658 | 378435 |
Largest Losing Trade | -57034 | -24499 | -57034 | -457633 | -136704 | -457633 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 51 | 44 | 55 | 51 | 44 | 55 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 7207 | 2962 | 4246 | 7207 | 2962 | 4246 |
Profit Streak | 15.8198 | 0 | 88.5698 | 15.8198 | 0 | 88.5698 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431591 | 170685 | -52050 | -272789 | -584236 | -124182 |
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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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