Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550126.2318 | 416017.054 | 134109.1778 | 797956.5053 | -523424.2639 | 1321380.7692 |
Total P&L (%) | 550.1262 | 416.0171 | 134.1092 | 797.9565 | -523.4243 | 1321.3808 |
Avg Daily Profit (%) | 0.2198 | 0.1662 | 0.0536 | 0.0877 | 0 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194244 | -178162 | -65131 | -5566356 | -4477186 | -1511230 |
Profit Factor | 1.559 | 1.7463 | 1.3142 | 1.0594 | 0.9384 | 1.2683 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 49.2386 | 49.4949 | 48.9796 | 49.2386 | 49.4949 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.6072 | 1.782 | 1.369 | 1.0922 | 0.9576 | 1.3211 |
Largest Winning Trade | 142348 | 142348 | 39366 | 1137391 | 841440 | 1137391 |
Largest Losing Trade | -37110 | -36225 | -37110 | -1705442 | -1705442 | -813925 |
Avg Bars in Trades | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Winners | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Losers | 29 | 41 | 18 | 29 | 41 | 18 |
Bars Traded | 7235 | 4394 | 2842 | 7235 | 4394 | 2842 |
Profit Streak | 9.7618 | 9.7618 | 166.4285 | 9.7618 | 9.7618 | 166.4285 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461726 | 389550 | -120197 | -228722 | -580600 | -50036 |
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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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