Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326950.6017 | 203939.6313 | 123010.9704 | 393241.9854 | -75217.6156 | 468459.601 |
Total P&L (%) | 326.9506 | 203.9396 | 123.011 | 393.242 | -75.2176 | 468.4596 |
Avg Daily Profit (%) | 0.3139 | 0.1958 | 0.1181 | 0.1533 | -0.1338 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110298 | -76615 | -33683 | -897079 | -699867 | -197211 |
Profit Factor | 1.5994 | 1.6072 | 1.5867 | 1.1766 | 0.9474 | 1.588 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 54.4248 | 52.2124 | 56.6372 | 54.4248 | 52.2124 | 56.6372 |
Ratio Avg Win / Avg Loss | 1.3393 | 1.471 | 1.2148 | 0.9853 | 0.8671 | 1.2158 |
Largest Winning Trade | 198448 | 198448 | 26529 | 187532 | 187532 | 182153 |
Largest Losing Trade | -30845 | -30845 | -13339 | -391070 | -391070 | -78873 |
Avg Bars in Trades | 108 | 128 | 88 | 108 | 128 | 88 |
Avg Bars in Winners | 111 | 132 | 92 | 111 | 132 | 92 |
Avg Bars in Losers | 105 | 124 | 84 | 105 | 124 | 84 |
Bars Traded | 24590 | 14538 | 10052 | 24590 | 14538 | 10052 |
Profit Streak | 30.3762 | 30.7096 | 30.3762 | 30.3762 | 30.7096 | 30.3762 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496793 | 396400 | -31908 | -17369 | -579283 | 388490 |
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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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