Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438015.0667 | 399160.5078 | 38854.5588 | 24417.4775 | 227667.4324 | -203249.9548 |
Total P&L (%) | 438.0151 | 399.1605 | 38.8546 | 24.4175 | 227.6674 | -203.25 |
Avg Daily Profit (%) | 0.1751 | 0.1596 | 0.0155 | 0.0087 | 0.0475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211114 | -169042 | -81604 | -2123321 | -1623443 | -544931 |
Profit Factor | 1.6669 | 1.8609 | 1.2011 | 1.0077 | 1.0951 | 0.7356 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 52.4272 | 56.8627 | 48.0769 | 52.4272 | 56.8627 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.5125 | 1.4117 | 1.2972 | 0.9144 | 0.8307 | 0.7945 |
Largest Winning Trade | 216765 | 216765 | 22120 | 1061946 | 1061946 | 196497 |
Largest Losing Trade | -65219 | -65219 | -21976 | -1108944 | -1108944 | -478929 |
Avg Bars in Trades | 93 | 176 | 11 | 93 | 176 | 11 |
Avg Bars in Winners | 60 | 100 | 14 | 60 | 100 | 14 |
Avg Bars in Losers | 128 | 275 | 8 | 128 | 275 | 8 |
Bars Traded | 9590 | 8977 | 613 | 9590 | 8977 | 613 |
Profit Streak | 154.1343 | 154.1343 | 303.8843 | 154.1343 | 154.1343 | 303.8843 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452403 | -168505 | -354093 | -396804 | -425328 | -759935 |
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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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