Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585660.0278 | 289685.0969 | 295974.9309 | 533404.6597 | 1612099.9669 | -1078695.3072 |
Total P&L (%) | 585.66 | 289.6851 | 295.9749 | 533.4047 | 1612.1 | -1078.6953 |
Avg Daily Profit (%) | 0.352 | 0.1741 | 0.1779 | 0.111 | 0.1708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98799 | -72268 | -84008 | -3778661 | -1699433 | -3146303 |
Profit Factor | 1.4967 | 1.5342 | 1.4648 | 1.0269 | 1.1842 | 0.9028 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 55.814 | 52.7778 | 58.8785 | 55.814 | 52.7778 | 58.8785 |
Ratio Avg Win / Avg Loss | 1.1849 | 1.3727 | 1.023 | 0.8129 | 1.0596 | 0.6305 |
Largest Winning Trade | 132595 | 132595 | 50047 | 1069838 | 1069838 | 831524 |
Largest Losing Trade | -67445 | -30414 | -67445 | -2550826 | -951459 | -2550826 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4976 | 2502 | 2474 | 4976 | 2502 | 2474 |
Profit Streak | 16.3896 | 16.3896 | 24.3896 | 16.3896 | 16.3896 | 24.3896 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498545 | 354999 | 368150 | -233795 | -9118 | -579074 |
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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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