Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632600.0796 | 397676.6901 | 234923.3895 | 3401568.3364 | 1158716.9493 | 2242851.3871 |
Total P&L (%) | 632.6001 | 397.6767 | 234.9234 | 3401.5683 | 1158.7169 | 2242.8514 |
Avg Daily Profit (%) | 0.2918 | 0.1835 | 0.1084 | 0.1642 | 0.1169 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94145 | -67199 | -104027 | -1246524 | -772829 | -560728 |
Profit Factor | 1.7156 | 1.8706 | 1.5499 | 1.5078 | 1.2851 | 1.8516 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 53.5714 | 48.9796 | 58.1633 | 53.5714 | 48.9796 | 58.1633 |
Ratio Avg Win / Avg Loss | 1.4869 | 1.9486 | 1.1148 | 1.3068 | 1.3386 | 1.3318 |
Largest Winning Trade | 69630 | 69630 | 43462 | 1131716 | 1131716 | 579284 |
Largest Losing Trade | -46867 | -46867 | -43336 | -685796 | -685796 | -560728 |
Avg Bars in Trades | 43 | 53 | 33 | 43 | 53 | 33 |
Avg Bars in Winners | 49 | 60 | 40 | 49 | 60 | 40 |
Avg Bars in Losers | 36 | 47 | 23 | 36 | 47 | 23 |
Bars Traded | 8523 | 5274 | 3249 | 8523 | 5274 | 3249 |
Profit Streak | 15.2328 | 0 | 20.4828 | 15.2328 | 0 | 20.4828 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469306 | 372260 | -44874 | 401719 | -37215 | 214976 |
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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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