Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351973.5456 | 133773.3202 | 218200.2254 | 53387.2122 | -524055.2585 | 577442.4707 |
Total P&L (%) | 351.9735 | 133.7733 | 218.2002 | 53.3872 | -524.0553 | 577.4425 |
Avg Daily Profit (%) | 0.212 | 0.0806 | 0.1314 | 0.0258 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211543 | -156481 | -130075 | -2452795 | -1219312 | -1927542 |
Profit Factor | 1.4468 | 1.2691 | 1.7504 | 1.008 | 0.8557 | 1.1875 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 96 | 39 | 57 | 96 | 39 | 57 |
Losing Trades | 74 | 46 | 28 | 74 | 46 | 28 |
Profitability (%) | 56.4706 | 45.8824 | 67.0588 | 56.4706 | 45.8824 | 67.0588 |
Ratio Avg Win / Avg Loss | 1.1152 | 1.4969 | 0.8599 | 0.777 | 1.0093 | 0.5833 |
Largest Winning Trade | 173370 | 173370 | 36531 | 580266 | 400577 | 580266 |
Largest Losing Trade | -56696 | -56696 | -55155 | -1338058 | -770395 | -1338058 |
Avg Bars in Trades | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Winners | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Losers | 55 | 60 | 45 | 55 | 60 | 45 |
Bars Traded | 6521 | 4012 | 2509 | 6521 | 4012 | 2509 |
Profit Streak | 10.9568 | 0 | 11.7068 | 10.9568 | 0 | 11.7068 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398744 | -87391 | -13935 | -370619 | -581039 | -51495 |
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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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