Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465829.1637 | 304275.4795 | 161553.6841 | 107363.7467 | -476739.7311 | 584103.4778 |
Total P&L (%) | 465.8292 | 304.2755 | 161.5537 | 107.3637 | -476.7397 | 584.1035 |
Avg Daily Profit (%) | 0.2558 | 0.1671 | 0.0887 | 0.0401 | 0 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96770 | -139767 | -79556 | -1114376 | -1277446 | -824557 |
Profit Factor | 1.4926 | 1.5647 | 1.3971 | 1.0203 | 0.8467 | 1.2682 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 109 | 45 | 64 | 109 | 45 | 64 |
Losing Trades | 116 | 67 | 49 | 116 | 67 | 49 |
Profitability (%) | 48.4444 | 40.1786 | 56.6372 | 48.4444 | 40.1786 | 56.6372 |
Ratio Avg Win / Avg Loss | 1.5884 | 2.3296 | 1.0696 | 1.0858 | 1.2607 | 0.971 |
Largest Winning Trade | 298009 | 298009 | 59881 | 527294 | 527294 | 342324 |
Largest Losing Trade | -59034 | -28923 | -59034 | -532884 | -284288 | -532884 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 5367 | 2339 | 3028 | 5367 | 2339 | 3028 |
Profit Streak | 6.1666 | 16.1666 | 6.1666 | 6.1666 | 16.1666 | 6.1666 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466572 | 267252 | -71787 | -335100 | -581839 | -51242 |
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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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