Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680279.412 | 597162.7871 | 83116.6249 | 165537.7115 | 702507.3291 | -536969.6175 |
Total P&L (%) | 680.2794 | 597.1628 | 83.1166 | 165.5377 | 702.5073 | -536.9696 |
Avg Daily Profit (%) | 0.2823 | 0.2478 | 0.0345 | 0.0405 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158470 | -106405 | -143762 | -933248 | -380825 | -967106 |
Profit Factor | 1.5712 | 1.9897 | 1.1415 | 1.0503 | 1.5488 | 0.7327 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 52.2388 | 52 | 52.4752 | 52.2388 | 52 | 52.4752 |
Ratio Avg Win / Avg Loss | 1.4366 | 1.8366 | 1.0338 | 0.9603 | 1.4296 | 0.6636 |
Largest Winning Trade | 279280 | 279280 | 50508 | 328765 | 328765 | 128464 |
Largest Losing Trade | -60486 | -39438 | -60486 | -481398 | -106149 | -481398 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 4605 | 2643 | 1962 | 4605 | 2643 | 1962 |
Profit Streak | 13.4111 | 56.4111 | 13.4111 | 13.4111 | 56.4111 | 13.4111 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474526 | 503961 | -210808 | -302904 | -73745 | -579860 |
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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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