Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470584.4568 | 396377.8748 | 74206.582 | 324951.3439 | 535453.5484 | -210502.2045 |
Total P&L (%) | 470.5845 | 396.3779 | 74.2066 | 324.9513 | 535.4535 | -210.5022 |
Avg Daily Profit (%) | 0.2659 | 0.224 | 0.0419 | 0.0818 | 0.1045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104585 | -95920 | -117205 | -1377637 | -898546 | -1259202 |
Profit Factor | 1.4207 | 1.7884 | 1.1205 | 1.0459 | 1.1676 | 0.9459 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 43.6548 | 42.4242 | 44.898 | 43.6548 | 42.4242 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8336 | 2.4271 | 1.3751 | 1.3499 | 1.5846 | 1.1609 |
Largest Winning Trade | 97588 | 97588 | 59000 | 553827 | 342681 | 553827 |
Largest Losing Trade | -44226 | -37091 | -44226 | -429458 | -306595 | -429458 |
Avg Bars in Trades | 106 | 109 | 103 | 106 | 109 | 103 |
Avg Bars in Winners | 146 | 142 | 150 | 146 | 142 | 150 |
Avg Bars in Losers | 75 | 85 | 64 | 75 | 85 | 64 |
Bars Traded | 20978 | 10879 | 10099 | 20978 | 10879 | 10099 |
Profit Streak | 66.2058 | 66.2058 | 71.2058 | 66.2058 | 66.2058 | 71.2058 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364237 | 322290 | -226207 | -253845 | -90324 | -580420 |
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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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