Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357130.5791 | 324484.8383 | 32645.7408 | -77918.496 | 407778.4083 | -485696.9042 |
Total P&L (%) | 357.1306 | 324.4848 | 32.6457 | -77.9185 | 407.7784 | -485.6969 |
Avg Daily Profit (%) | 0.1877 | 0.1706 | 0.0172 | -0.0794 | 0.0855 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244869 | -134343 | -138489 | -1013014 | -396488 | -1041325 |
Profit Factor | 1.3705 | 1.7534 | 1.0612 | 0.9751 | 1.3383 | 0.7475 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 60 | 57.8947 | 62.069 | 60 | 57.8947 | 62.069 |
Ratio Avg Win / Avg Loss | 0.9137 | 1.2752 | 0.6485 | 0.6501 | 0.9733 | 0.4568 |
Largest Winning Trade | 127718 | 127718 | 41296 | 249854 | 249854 | 180036 |
Largest Losing Trade | -76437 | -55405 | -76437 | -574863 | -238390 | -574863 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Losers | 64 | 71 | 57 | 64 | 71 | 57 |
Bars Traded | 5581 | 2884 | 2697 | 5581 | 2884 | 2697 |
Profit Streak | 526.2835 | 527.2835 | 526.2835 | 526.2835 | 527.2835 | 526.2835 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321324 | -168865 | -505553 | -578216 | -258668 | -758684 |
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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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