Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619497.9929 | 499511.2069 | 119986.7861 | 666459.6334 | -369673.0044 | 1036132.6379 |
Total P&L (%) | 619.498 | 499.5112 | 119.9868 | 666.4596 | -369.673 | 1036.1326 |
Avg Daily Profit (%) | 0.2974 | 0.2398 | 0.0576 | 0.0978 | 0 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117345 | -83789 | -180843 | -816656 | -1098813 | -276689 |
Profit Factor | 1.6414 | 2.0589 | 1.2428 | 1.1491 | 0.8583 | 1.5573 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 42.9293 | 36.3636 | 49.4949 | 42.9293 | 36.3636 | 49.4949 |
Ratio Avg Win / Avg Loss | 2.1821 | 3.6031 | 1.2682 | 1.5277 | 1.5021 | 1.589 |
Largest Winning Trade | 255348 | 255348 | 53305 | 535461 | 535461 | 403566 |
Largest Losing Trade | -40149 | -21545 | -40149 | -239608 | -239608 | -112633 |
Avg Bars in Trades | 123 | 111 | 135 | 123 | 111 | 135 |
Avg Bars in Winners | 189 | 180 | 197 | 189 | 180 | 197 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 24464 | 11016 | 13448 | 24464 | 11016 | 13448 |
Profit Streak | 31.6343 | 31.6343 | 36.3843 | 31.6343 | 31.6343 | 36.3843 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405485 | 245592 | -116223 | -118055 | -583053 | -33940 |
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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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