Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650996.6584 | 644773.1698 | 6223.4886 | -14605.6397 | 133607.6231 | -148213.2627 |
Total P&L (%) | 650.9967 | 644.7732 | 6.2235 | -14.6056 | 133.6076 | -148.2133 |
Avg Daily Profit (%) | 0.3404 | 0.3372 | 0.0033 | -0.0083 | 0.0444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188808 | -176990 | -69200 | -1880207 | -1696053 | -258871 |
Profit Factor | 1.7564 | 1.9812 | 1.0306 | 0.9972 | 1.0318 | 0.864 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 52.657 | 50.4854 | 54.8077 | 52.657 | 50.4854 | 54.8077 |
Ratio Avg Win / Avg Loss | 1.5791 | 1.9431 | 0.8498 | 0.8966 | 1.012 | 0.7124 |
Largest Winning Trade | 523304 | 523304 | 10108 | 1056779 | 1056779 | 79641 |
Largest Losing Trade | -57452 | -57452 | -36507 | -493888 | -493888 | -184864 |
Avg Bars in Trades | 54 | 103 | 5 | 54 | 103 | 5 |
Avg Bars in Winners | 44 | 86 | 6 | 44 | 86 | 6 |
Avg Bars in Losers | 64 | 120 | 5 | 64 | 120 | 5 |
Bars Traded | 11244 | 10643 | 601 | 11244 | 10643 | 601 |
Profit Streak | 19.3716 | 0 | 37.0382 | 19.3716 | 0 | 37.0382 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523949 | 459256 | -541185 | -578791 | -319404 | -579164 |
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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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