Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568398.8202 | 441253.5176 | 127145.3026 | 165261.0833 | -77052.88 | 242313.9633 |
Total P&L (%) | 568.3988 | 441.2535 | 127.1453 | 165.2611 | -77.0529 | 242.314 |
Avg Daily Profit (%) | 0.386 | 0.2997 | 0.0863 | 0.0663 | -0.0999 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169634 | -150963 | -69605 | -887207 | -730875 | -309966 |
Profit Factor | 1.6081 | 1.7973 | 1.3335 | 1.0472 | 0.9649 | 1.186 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 98 | 38 | 60 | 98 | 38 | 60 |
Losing Trades | 101 | 61 | 40 | 101 | 61 | 40 |
Profitability (%) | 49.2462 | 38.3838 | 60 | 49.2462 | 38.3838 | 60 |
Ratio Avg Win / Avg Loss | 1.6573 | 2.8851 | 0.889 | 1.0793 | 1.5489 | 0.7907 |
Largest Winning Trade | 320146 | 320146 | 66275 | 548893 | 548893 | 198067 |
Largest Losing Trade | -50652 | -31327 | -50652 | -168651 | -159612 | -168651 |
Avg Bars in Trades | 28 | 23 | 34 | 28 | 23 | 34 |
Avg Bars in Winners | 36 | 29 | 40 | 36 | 29 | 40 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 5765 | 2340 | 3425 | 5765 | 2340 | 3425 |
Profit Streak | 17.6047 | 28.1047 | 17.6047 | 17.6047 | 28.1047 | 17.6047 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531534 | 284131 | -77479 | -270903 | -581989 | -97371 |
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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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