Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776669.1605 | 732215.2803 | 44453.8802 | 124547.028 | 173248.8621 | -48701.8341 |
Total P&L (%) | 776.6692 | 732.2153 | 44.4539 | 124.547 | 173.2489 | -48.7018 |
Avg Daily Profit (%) | 0.415 | 0.3912 | 0.0238 | 0.0432 | 0.0537 | -0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136435 | -76468 | -163432 | -370601 | -190176 | -184322 |
Profit Factor | 1.6757 | 2.1712 | 1.0848 | 1.1129 | 1.2847 | 0.9016 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 40.5229 | 32.4675 | 48.6842 | 40.5229 | 32.4675 | 48.6842 |
Ratio Avg Win / Avg Loss | 2.4595 | 4.5161 | 1.1434 | 1.6334 | 2.6722 | 0.9504 |
Largest Winning Trade | 369209 | 369209 | 43874 | 310174 | 310174 | 79416 |
Largest Losing Trade | -48050 | -48050 | -34898 | -99820 | -67201 | -99820 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 54 | 65 | 47 | 54 | 65 | 47 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 5464 | 2910 | 2553 | 5464 | 2910 | 2553 |
Profit Streak | 42.6053 | 42.6053 | 110.9386 | 42.6053 | 42.6053 | 110.9386 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401499 | -34422 | -338838 | -232340 | -168301 | -629394 |
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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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