Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392839.4948 | 131398.4361 | 261441.0587 | 473124.89 | -133316.1085 | 606440.9985 |
Total P&L (%) | 392.8395 | 131.3984 | 261.4411 | 473.1249 | -133.3161 | 606.441 |
Avg Daily Profit (%) | 0.2577 | 0.0862 | 0.1715 | 0.1146 | 0 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127550 | -82390 | -118004 | -489329 | -462920 | -448187 |
Profit Factor | 1.4545 | 1.2821 | 1.6558 | 1.1557 | 0.9182 | 1.4301 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 111 | 45 | 66 | 111 | 45 | 66 |
Losing Trades | 97 | 59 | 38 | 97 | 59 | 38 |
Profitability (%) | 53.3654 | 43.2692 | 63.4615 | 53.3654 | 43.2692 | 63.4615 |
Ratio Avg Win / Avg Loss | 1.271 | 1.681 | 0.9534 | 1.0099 | 1.2038 | 0.8234 |
Largest Winning Trade | 139548 | 139548 | 58811 | 139548 | 139548 | 124290 |
Largest Losing Trade | -39981 | -31566 | -39981 | -172787 | -172787 | -166141 |
Avg Bars in Trades | 14 | 9 | 19 | 14 | 9 | 19 |
Avg Bars in Winners | 16 | 11 | 19 | 16 | 11 | 19 |
Avg Bars in Losers | 12 | 7 | 19 | 12 | 7 | 19 |
Bars Traded | 2991 | 978 | 2013 | 2991 | 978 | 2013 |
Profit Streak | 11.0255 | 23.0255 | 11.0255 | 11.0255 | 23.0255 | 11.0255 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433380 | -78869 | 364400 | -86416 | -581181 | -19689 |
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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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