Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418794.7232 | 349592.3908 | 69202.3324 | 325390.5534 | 387705.0593 | -62314.5059 |
Total P&L (%) | 418.7947 | 349.5924 | 69.2023 | 325.3906 | 387.7051 | -62.3145 |
Avg Daily Profit (%) | 0.1675 | 0.1398 | 0.0277 | 0.0579 | 0.0634 | -0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117167 | -134653 | -77629 | -663860 | -681231 | -479970 |
Profit Factor | 1.6934 | 1.8618 | 1.3489 | 1.1245 | 1.2225 | 0.9285 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 55.5556 | 61.2245 | 50 | 55.5556 | 61.2245 | 50 |
Ratio Avg Win / Avg Loss | 1.3547 | 1.1791 | 1.3489 | 0.8996 | 0.7743 | 0.9285 |
Largest Winning Trade | 123394 | 123394 | 29958 | 455680 | 455680 | 92746 |
Largest Losing Trade | -55485 | -55485 | -29872 | -433035 | -433035 | -209246 |
Avg Bars in Trades | 98 | 179 | 19 | 98 | 179 | 19 |
Avg Bars in Winners | 95 | 156 | 22 | 95 | 156 | 22 |
Avg Bars in Losers | 102 | 215 | 15 | 102 | 215 | 15 |
Bars Traded | 9750 | 8798 | 952 | 9750 | 8798 | 952 |
Profit Streak | 49.8726 | 144.1226 | 49.8726 | 49.8726 | 144.1226 | 49.8726 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410934 | -1056 | -334792 | -198847 | -107417 | -759991 |
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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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