Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382823.8938 | 216638.2552 | 166185.6386 | 199355.8231 | 482033.3903 | -282677.5671 |
Total P&L (%) | 382.8239 | 216.6383 | 166.1856 | 199.3558 | 482.0334 | -282.6776 |
Avg Daily Profit (%) | 0.2272 | 0.1286 | 0.0986 | 0.0651 | 0.1046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151325 | -56621 | -121592 | -1246971 | -480968 | -1520152 |
Profit Factor | 1.6763 | 2.1072 | 1.4487 | 1.047 | 1.403 | 0.9073 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 55.8559 | 57.1429 | 54.5455 | 55.8559 | 57.1429 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3248 | 1.5804 | 1.2072 | 0.8274 | 1.0522 | 0.7561 |
Largest Winning Trade | 71446 | 71446 | 59537 | 297215 | 272624 | 297215 |
Largest Losing Trade | -65372 | -19966 | -65372 | -909641 | -155465 | -909641 |
Avg Bars in Trades | 44 | 29 | 59 | 44 | 29 | 59 |
Avg Bars in Winners | 54 | 34 | 76 | 54 | 34 | 76 |
Avg Bars in Losers | 30 | 22 | 38 | 30 | 22 | 38 |
Bars Traded | 4902 | 1656 | 3246 | 4902 | 1656 | 3246 |
Profit Streak | 39.4221 | 39.7555 | 39.4221 | 39.4221 | 39.7555 | 39.4221 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446442 | -195204 | -239204 | -274062 | -230480 | -759697 |
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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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