Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553697.9453 | 323605.5857 | 230092.3595 | 628202.3328 | 674351.1353 | -46148.8025 |
Total P&L (%) | 553.6979 | 323.6056 | 230.0924 | 628.2023 | 674.3511 | -46.1488 |
Avg Daily Profit (%) | 0.3324 | 0.1942 | 0.1381 | 0.1192 | 0.1229 | -0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167081 | -70967 | -121464 | -4057793 | -1634331 | -3921098 |
Profit Factor | 1.5847 | 1.718 | 1.4636 | 1.0355 | 1.089 | 0.9954 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 55.615 | 52.1277 | 59.1398 | 55.615 | 52.1277 | 59.1398 |
Ratio Avg Win / Avg Loss | 1.2647 | 1.5778 | 1.0112 | 0.8264 | 1.0001 | 0.6878 |
Largest Winning Trade | 212751 | 212751 | 57966 | 979771 | 857894 | 979771 |
Largest Losing Trade | -59706 | -40415 | -59706 | -1141600 | -646249 | -1141600 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3075 | 1548 | 1526 | 3075 | 1548 | 1526 |
Profit Streak | 26.1578 | 34.1578 | 26.1578 | 26.1578 | 34.1578 | 26.1578 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519900 | 434581 | -5876 | -213126 | -149855 | -579079 |
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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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