Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640371.9721 | 622270.9233 | 18101.0489 | 13374.7542 | 220534.8069 | -207160.0526 |
Total P&L (%) | 640.372 | 622.2709 | 18.101 | 13.3748 | 220.5348 | -207.1601 |
Avg Daily Profit (%) | 0.2657 | 0.2582 | 0.0075 | 0.0052 | 0.0483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152650 | -97846 | -164476 | -516911 | -280560 | -495169 |
Profit Factor | 1.5636 | 1.9866 | 1.0358 | 1.0057 | 1.1773 | 0.8118 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 48.6111 | 49.0741 | 48.1481 | 48.6111 | 49.0741 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.653 | 2.0615 | 1.1155 | 1.0632 | 1.2217 | 0.8742 |
Largest Winning Trade | 384654 | 384654 | 53710 | 306671 | 306671 | 94004 |
Largest Losing Trade | -48371 | -46183 | -48371 | -198709 | -119001 | -198709 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 36 | 39 | 34 | 36 | 39 | 34 |
Avg Bars in Losers | 27 | 34 | 21 | 27 | 34 | 21 |
Bars Traded | 6953 | 3955 | 2998 | 6953 | 3955 | 2998 |
Profit Streak | 13.0584 | 37.3918 | 13.0584 | 13.0584 | 37.3918 | 13.0584 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470739 | 472201 | -372182 | -459227 | -153047 | -580879 |
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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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