Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566828.2085 | 382903.4489 | 183924.7596 | 268355.8642 | -229217.6835 | 497573.5477 |
Total P&L (%) | 566.8282 | 382.9034 | 183.9248 | 268.3559 | -229.2177 | 497.5735 |
Avg Daily Profit (%) | 0.3133 | 0.2116 | 0.1017 | 0.0721 | 0 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126735 | -156574 | -65325 | -1605059 | -1332641 | -709211 |
Profit Factor | 1.6543 | 1.7912 | 1.4809 | 1.0452 | 0.9297 | 1.1857 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 46.2857 | 37.5 | 55.1724 | 46.2857 | 37.5 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.9198 | 2.9854 | 1.2033 | 1.2129 | 1.5495 | 0.9634 |
Largest Winning Trade | 354119 | 354119 | 53187 | 653790 | 653790 | 358743 |
Largest Losing Trade | -46156 | -32879 | -46156 | -490644 | -307707 | -490644 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 7105 | 3754 | 3350 | 7105 | 3754 | 3350 |
Profit Streak | 40.444 | 40.444 | 110.444 | 40.444 | 40.444 | 110.444 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453554 | 233506 | -54370 | -267061 | -582631 | -77186 |
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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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