Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526182.883 | 398647.4018 | 127535.4812 | 457226.5605 | -90464.3499 | 547690.9104 |
Total P&L (%) | 526.1829 | 398.6474 | 127.5355 | 457.2266 | -90.4644 | 547.6909 |
Avg Daily Profit (%) | 0.2812 | 0.213 | 0.0682 | 0.0918 | -0.1255 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104370 | -106682 | -40292 | -1248147 | -1223297 | -244323 |
Profit Factor | 1.6681 | 1.7203 | 1.5448 | 1.0874 | 0.9774 | 1.4449 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Profitability (%) | 61.1872 | 62.3853 | 60 | 61.1872 | 62.3853 | 60 |
Ratio Avg Win / Avg Loss | 1.0582 | 1.0373 | 1.0298 | 0.6898 | 0.5893 | 0.9633 |
Largest Winning Trade | 121302 | 121302 | 35700 | 343623 | 343623 | 155163 |
Largest Losing Trade | -71742 | -71742 | -37463 | -631762 | -631762 | -232871 |
Avg Bars in Trades | 50 | 95 | 6 | 50 | 95 | 6 |
Avg Bars in Winners | 25 | 43 | 5 | 25 | 43 | 5 |
Avg Bars in Losers | 91 | 181 | 6 | 91 | 181 | 6 |
Bars Traded | 11099 | 10400 | 699 | 11099 | 10400 | 699 |
Profit Streak | 14.2872 | 14.6205 | 14.2872 | 14.2872 | 14.6205 | 14.2872 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520268 | 425285 | -98443 | -192686 | -578846 | -57989 |
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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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