Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340615.5242 | 120930.2569 | 219685.2673 | 102310.7317 | -980886.0989 | 1083196.8306 |
Total P&L (%) | 340.6155 | 120.9303 | 219.6853 | 102.3107 | -980.8861 | 1083.1968 |
Avg Daily Profit (%) | 0.2047 | 0.0727 | 0.132 | 0.0423 | 0 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149003 | -163281 | -98972 | -1919495 | -1903381 | -1414123 |
Profit Factor | 1.4102 | 1.2416 | 1.6661 | 1.015 | 0.7572 | 1.3908 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 104 | 41 | 63 | 104 | 41 | 63 |
Losing Trades | 89 | 55 | 34 | 89 | 55 | 34 |
Profitability (%) | 53.886 | 42.7083 | 64.9485 | 53.886 | 42.7083 | 64.9485 |
Ratio Avg Win / Avg Loss | 1.2068 | 1.6656 | 0.8991 | 0.8686 | 1.0157 | 0.7506 |
Largest Winning Trade | 140548 | 140548 | 35765 | 430720 | 325834 | 430720 |
Largest Losing Trade | -55672 | -55672 | -53660 | -1031018 | -1025680 | -1031018 |
Avg Bars in Trades | 33 | 42 | 24 | 33 | 42 | 24 |
Avg Bars in Winners | 24 | 32 | 19 | 24 | 32 | 19 |
Avg Bars in Losers | 44 | 50 | 35 | 44 | 50 | 35 |
Bars Traded | 6486 | 4082 | 2404 | 6486 | 4082 | 2404 |
Profit Streak | 15.1335 | 0 | 48.3835 | 15.1335 | 0 | 48.3835 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378645 | -98216 | -12809 | -339913 | -582244 | 298654 |
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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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