Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663366.0042 | 503331.0883 | 160034.916 | 1390108.5674 | -403012.5739 | 1793121.1413 |
Total P&L (%) | 663.366 | 503.3311 | 160.0349 | 1390.1086 | -403.0126 | 1793.1211 |
Avg Daily Profit (%) | 0.2807 | 0.213 | 0.0677 | 0.1144 | 0 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87587 | -76972 | -162229 | -1289790 | -1713325 | -576595 |
Profit Factor | 1.6619 | 2.0124 | 1.3169 | 1.1711 | 0.9125 | 1.5097 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.4929 | 3.8572 | 1.5638 | 1.7566 | 1.749 | 1.7928 |
Largest Winning Trade | 237981 | 237981 | 57618 | 1016365 | 1016365 | 512774 |
Largest Losing Trade | -41932 | -21619 | -41932 | -395052 | -395052 | -275408 |
Avg Bars in Trades | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Winners | 105 | 101 | 108 | 105 | 101 | 108 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 13993 | 6302 | 7691 | 13993 | 6302 | 7691 |
Profit Streak | 27.2003 | 40.0337 | 27.2003 | 27.2003 | 40.0337 | 27.2003 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363582 | 220873 | -102608 | -72867 | -583837 | -25273 |
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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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