Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523678.9175 | 299301.9598 | 224376.9577 | 790031.9966 | -779021.6414 | 1569053.638 |
Total P&L (%) | 523.6789 | 299.302 | 224.377 | 790.032 | -779.0216 | 1569.0536 |
Avg Daily Profit (%) | 0.2729 | 0.156 | 0.1169 | 0.114 | 0 | 0.1468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169172 | -127076 | -60273 | -6330828 | -4762962 | -1997410 |
Profit Factor | 2.4144 | 2.1182 | 3.1871 | 1.0756 | 0.8844 | 1.4228 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 84 | 78 | 90 | 84 | 78 | 90 |
Ratio Avg Win / Avg Loss | 0.4599 | 0.5974 | 0.3541 | 0.2049 | 0.2494 | 0.1581 |
Largest Winning Trade | 253047 | 253047 | 30422 | 554391 | 554391 | 475914 |
Largest Losing Trade | -61434 | -61434 | -60273 | -3953056 | -3953056 | -1997410 |
Avg Bars in Trades | 35 | 53 | 16 | 35 | 53 | 16 |
Avg Bars in Winners | 17 | 23 | 12 | 17 | 23 | 12 |
Avg Bars in Losers | 127 | 161 | 51 | 127 | 161 | 51 |
Bars Traded | 3536 | 2696 | 840 | 3536 | 2696 | 840 |
Profit Streak | 82.2833 | 82.2833 | 142.7833 | 82.2833 | 82.2833 | 142.7833 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605085 | -166564 | -207128 | -173123 | -755837 | -171035 |
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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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