Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353619.6377 | 256535.1107 | 97084.527 | 796402.2631 | 1402741.215 | -606338.952 |
Total P&L (%) | 353.6196 | 256.5351 | 97.0845 | 796.4023 | 1402.7412 | -606.339 |
Avg Daily Profit (%) | 0.2483 | 0.1801 | 0.0682 | 0.1541 | 0.1905 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98706 | -56122 | -64579 | -2167751 | -843280 | -1663893 |
Profit Factor | 1.925 | 2.1389 | 1.6182 | 1.1649 | 1.6414 | 0.7705 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 83.4783 | 84.2105 | 82.7586 | 83.4783 | 84.2105 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.381 | 0.401 | 0.3371 | 0.2306 | 0.3078 | 0.1605 |
Largest Winning Trade | 34819 | 34819 | 20938 | 373610 | 373610 | 307619 |
Largest Losing Trade | -56122 | -56122 | -50358 | -1423654 | -843280 | -1423654 |
Avg Bars in Trades | 64 | 113 | 16 | 64 | 113 | 16 |
Avg Bars in Winners | 25 | 42 | 8 | 25 | 42 | 8 |
Avg Bars in Losers | 260 | 489 | 54 | 260 | 489 | 54 |
Bars Traded | 7384 | 6444 | 940 | 7384 | 6444 | 940 |
Profit Streak | 66.6194 | 85.2861 | 66.6194 | 66.6194 | 85.2861 | 66.6194 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528932 | -166054 | -276690 | -27369 | -166509 | -755839 |
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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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