Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556074.909 | 334730.9782 | 221343.9308 | 824580.8762 | -140752.1312 | 965333.0074 |
Total P&L (%) | 556.0749 | 334.731 | 221.3439 | 824.5809 | -140.7521 | 965.333 |
Avg Daily Profit (%) | 0.3055 | 0.1839 | 0.1216 | 0.1223 | 0 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126198 | -116284 | -96498 | -2855591 | -1666305 | -1971241 |
Profit Factor | 1.7172 | 1.7451 | 1.6788 | 1.0773 | 0.9768 | 1.2096 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 44.3787 | 35.7143 | 52.9412 | 44.3787 | 35.7143 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1522 | 3.1411 | 1.4923 | 1.3502 | 1.7582 | 1.0752 |
Largest Winning Trade | 260497 | 260497 | 54030 | 1186686 | 1186686 | 594399 |
Largest Losing Trade | -31769 | -28041 | -31769 | -513867 | -456793 | -513867 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 57 | 63 | 53 | 57 | 63 | 53 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 7124 | 3723 | 3401 | 7124 | 3723 | 3401 |
Profit Streak | 34.2713 | 35.5213 | 34.2713 | 34.2713 | 35.5213 | 34.2713 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427918 | 196190 | -27983 | -165194 | -583342 | -18824 |
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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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