Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448789.4934 | 196840.3034 | 251949.19 | 452195.1099 | -635242.6491 | 1087437.7589 |
Total P&L (%) | 448.7895 | 196.8403 | 251.9492 | 452.1951 | -635.2426 | 1087.4378 |
Avg Daily Profit (%) | 0.2685 | 0.1178 | 0.1507 | 0.1023 | 0 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143136 | -118481 | -86963 | -2823454 | -1802888 | -1725379 |
Profit Factor | 1.5794 | 1.3947 | 1.9131 | 1.0473 | 0.8888 | 1.2826 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 101 | 40 | 61 | 101 | 40 | 61 |
Losing Trades | 76 | 49 | 27 | 76 | 49 | 27 |
Profitability (%) | 57.0621 | 44.9438 | 69.3182 | 57.0621 | 44.9438 | 69.3182 |
Ratio Avg Win / Avg Loss | 1.1885 | 1.7085 | 0.8468 | 0.7881 | 1.0888 | 0.5677 |
Largest Winning Trade | 140548 | 140548 | 36112 | 540017 | 375547 | 540017 |
Largest Losing Trade | -62337 | -62337 | -39015 | -1188710 | -873328 | -1188710 |
Avg Bars in Trades | 37 | 50 | 24 | 37 | 50 | 24 |
Avg Bars in Winners | 24 | 30 | 20 | 24 | 30 | 20 |
Avg Bars in Losers | 54 | 66 | 33 | 54 | 66 | 33 |
Bars Traded | 6601 | 4474 | 2127 | 6601 | 4474 | 2127 |
Profit Streak | 26.5222 | 26.5222 | 55.7722 | 26.5222 | 26.5222 | 55.7722 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480339 | -35281 | 441341 | -223267 | -580377 | 275390 |
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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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