Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563632.7093 | 464647.1629 | 98985.5464 | -80393.9213 | 54168.664 | -134562.5853 |
Total P&L (%) | 563.6327 | 464.6472 | 98.9855 | -80.3939 | 54.1687 | -134.5626 |
Avg Daily Profit (%) | 0.2379 | 0.1961 | 0.0418 | -0.0687 | 0.0183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140707 | -108032 | -213425 | -118962 | -52585 | -183204 |
Profit Factor | 1.3994 | 1.6469 | 1.1428 | 0.8566 | 1.23 | 0.5862 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 54.4554 | 51.9737 | 56.9536 | 54.4554 | 51.9737 | 56.9536 |
Ratio Avg Win / Avg Loss | 1.1704 | 1.5219 | 0.8638 | 0.7165 | 1.1366 | 0.4431 |
Largest Winning Trade | 92417 | 92417 | 57311 | 38151 | 38151 | 15698 |
Largest Losing Trade | -97919 | -32862 | -97919 | -82636 | -23619 | -82636 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 6856 | 3775 | 3081 | 6856 | 3775 | 3081 |
Profit Streak | 18.4168 | 18.4168 | 28.4168 | 18.4168 | 18.4168 | 28.4168 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468588 | 451701 | -199306 | -576814 | -168002 | -577898 |
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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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