Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663618.4641 | 560123.6919 | 103494.7722 | 29833.1117 | -212874.8952 | 242708.0068 |
Total P&L (%) | 663.6185 | 560.1237 | 103.4948 | 29.8331 | -212.8749 | 242.708 |
Avg Daily Profit (%) | 0.4505 | 0.3803 | 0.0703 | 0.0177 | 0 | 0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154690 | -157019 | -112345 | -837700 | -1145009 | -538588 |
Profit Factor | 1.6904 | 1.9879 | 1.2625 | 1.0084 | 0.9058 | 1.1879 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 45.4545 | 41.5584 | 49.3506 | 45.4545 | 41.5584 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.0285 | 2.7955 | 1.2958 | 1.2101 | 1.2737 | 1.2191 |
Largest Winning Trade | 575679 | 575679 | 29107 | 605383 | 605383 | 158736 |
Largest Losing Trade | -45027 | -45027 | -41719 | -349452 | -349452 | -160974 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 2875 | 1769 | 1106 | 2875 | 1769 | 1106 |
Profit Streak | 31.6811 | 31.6811 | 36.6811 | 31.6811 | 31.6811 | 36.6811 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493104 | -31067 | -140658 | -383267 | -623534 | -136535 |
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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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