Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423374.0029 | 271430.9894 | 151943.0136 | 492465.1605 | 417206.0363 | 75259.1242 |
Total P&L (%) | 423.374 | 271.431 | 151.943 | 492.4652 | 417.206 | 75.2591 |
Avg Daily Profit (%) | 0.2523 | 0.1618 | 0.0905 | 0.1061 | 0.098 | 0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79341 | -77822 | -55039 | -829075 | -607743 | -598072 |
Profit Factor | 1.7768 | 1.9346 | 1.5968 | 1.1309 | 1.2286 | 1.0388 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 41.2371 | 31.25 | 51.0204 | 41.2371 | 31.25 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.5319 | 4.2562 | 1.5329 | 1.6115 | 2.7029 | 0.9973 |
Largest Winning Trade | 193920 | 193920 | 52818 | 578935 | 578935 | 285591 |
Largest Losing Trade | -24760 | -21133 | -24760 | -249156 | -237903 | -249156 |
Avg Bars in Trades | 204 | 181 | 225 | 204 | 181 | 225 |
Avg Bars in Winners | 339 | 357 | 329 | 339 | 357 | 329 |
Avg Bars in Losers | 108 | 101 | 118 | 108 | 101 | 118 |
Bars Traded | 19788 | 8715 | 11073 | 19788 | 8715 | 11073 |
Profit Streak | 38.5161 | 0 | 47.6827 | 38.5161 | 0 | 47.6827 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318027 | 135549 | -68280 | -129421 | -68618 | -326893 |
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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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