Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443575.1443 | 377476.732 | 66098.4123 | 358613.9474 | 572275.1235 | -213661.1761 |
Total P&L (%) | 443.5751 | 377.4767 | 66.0984 | 358.6139 | 572.2751 | -213.6612 |
Avg Daily Profit (%) | 0.1896 | 0.1613 | 0.0282 | 0.0651 | 0.0815 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120293 | -59695 | -114897 | -805854 | -320380 | -524646 |
Profit Factor | 1.7999 | 3.1208 | 1.1755 | 1.1213 | 1.5898 | 0.8925 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 52.6316 | 55.3191 | 50 | 52.6316 | 55.3191 | 50 |
Ratio Avg Win / Avg Loss | 1.6199 | 2.5206 | 1.1755 | 1.0091 | 1.2841 | 0.8925 |
Largest Winning Trade | 209806 | 209806 | 60079 | 483131 | 483131 | 345309 |
Largest Losing Trade | -37363 | -32830 | -37363 | -421075 | -231753 | -421075 |
Avg Bars in Trades | 143 | 144 | 142 | 143 | 144 | 142 |
Avg Bars in Winners | 192 | 178 | 207 | 192 | 178 | 207 |
Avg Bars in Losers | 88 | 102 | 76 | 88 | 102 | 76 |
Bars Traded | 13598 | 6774 | 6825 | 13598 | 6774 | 6825 |
Profit Streak | 22.1305 | 37.7972 | 22.1305 | 22.1305 | 37.7972 | 22.1305 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453060 | 524499 | -182210 | -191490 | -80590 | -580140 |
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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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