Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485044.6425 | 377749.2274 | 107295.4151 | 554279.8707 | 717669.4595 | -163389.5888 |
Total P&L (%) | 485.0446 | 377.7492 | 107.2954 | 554.2799 | 717.6695 | -163.3896 |
Avg Daily Profit (%) | 0.1938 | 0.1509 | 0.0429 | 0.0751 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129712 | -77954 | -90103 | -1134398 | -383672 | -868522 |
Profit Factor | 1.4663 | 1.8249 | 1.1843 | 1.1197 | 1.4073 | 0.943 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 129 | 71 | 58 | 129 | 71 | 58 |
Losing Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Profitability (%) | 60.2804 | 66.3551 | 54.2056 | 60.2804 | 66.3551 | 54.2056 |
Ratio Avg Win / Avg Loss | 0.9661 | 0.9253 | 1.0005 | 0.7378 | 0.7136 | 0.7967 |
Largest Winning Trade | 55667 | 53635 | 55667 | 306379 | 228981 | 306379 |
Largest Losing Trade | -51376 | -51376 | -45013 | -468279 | -224270 | -468279 |
Avg Bars in Trades | 33 | 22 | 45 | 33 | 22 | 45 |
Avg Bars in Winners | 28 | 18 | 40 | 28 | 18 | 40 |
Avg Bars in Losers | 42 | 30 | 51 | 42 | 30 | 51 |
Bars Traded | 7236 | 2378 | 4858 | 7236 | 2378 | 4858 |
Profit Streak | 48.6297 | 76.6297 | 48.6297 | 48.6297 | 76.6297 | 48.6297 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391367 | 409890 | -152651 | -178898 | -77821 | -579940 |
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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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