Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446983.6972 | 288765.5049 | 158218.1923 | 9213.0056 | 124257.3577 | -115044.3521 |
Total P&L (%) | 446.9837 | 288.7655 | 158.2182 | 9.213 | 124.2574 | -115.0444 |
Avg Daily Profit (%) | 0.2452 | 0.1584 | 0.0868 | 0.0048 | 0.0443 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151427 | -123201 | -119003 | -2551144 | -1631885 | -2447931 |
Profit Factor | 1.552 | 1.729 | 1.3825 | 1.0014 | 1.0479 | 0.9721 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 89 | 53 | 36 | 89 | 53 | 36 |
Profitability (%) | 47.6471 | 37.6471 | 57.6471 | 47.6471 | 37.6471 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.7053 | 2.8637 | 1.0157 | 1.1003 | 1.7355 | 0.7142 |
Largest Winning Trade | 295401 | 295401 | 71277 | 1096320 | 664487 | 1096320 |
Largest Losing Trade | -81204 | -31877 | -81204 | -1387732 | -313031 | -1387732 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 26 | 18 | 31 | 26 | 18 | 31 |
Avg Bars in Losers | 16 | 13 | 21 | 16 | 13 | 21 |
Bars Traded | 3586 | 1289 | 2297 | 3586 | 1289 | 2297 |
Profit Streak | 18.872 | 0 | 30.872 | 18.872 | 0 | 30.872 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416008 | 204839 | -75016 | -570345 | -305351 | -579295 |
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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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