Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568717.6736 | 484191.2742 | 84526.3994 | 333108.1295 | 1547457.272 | -1214349.1424 |
Total P&L (%) | 568.7177 | 484.1913 | 84.5264 | 333.1081 | 1547.4573 | -1214.3491 |
Avg Daily Profit (%) | 0.3212 | 0.2735 | 0.0477 | 0.0828 | 0.1584 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179456 | -100134 | -122086 | -2696305 | -803983 | -2111455 |
Profit Factor | 1.6397 | 2.3381 | 1.1603 | 1.0579 | 1.809 | 0.6841 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 49.2958 | 49.5327 | 49.0566 | 49.2958 | 49.5327 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.6865 | 2.3822 | 1.205 | 1.0881 | 1.8432 | 0.7104 |
Largest Winning Trade | 260859 | 260859 | 77924 | 924496 | 924496 | 377442 |
Largest Losing Trade | -55949 | -27668 | -55949 | -959636 | -210716 | -959636 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Losers | 27 | 24 | 29 | 27 | 24 | 29 |
Bars Traded | 6888 | 3257 | 3631 | 6888 | 3257 | 3631 |
Profit Streak | 25.2193 | 25.2193 | 67.4693 | 25.2193 | 25.2193 | 67.4693 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505553 | 460571 | -172527 | -237386 | 403399 | -579982 |
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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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