Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783071.2971 | 681147.0206 | 101924.2765 | 316458.3855 | 1046597.2584 | -730138.8729 |
Total P&L (%) | 783.0713 | 681.147 | 101.9243 | 316.4584 | 1046.5973 | -730.1389 |
Avg Daily Profit (%) | 0.4172 | 0.3629 | 0.0543 | 0.076 | 0.13 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327080 | -152096 | -224968 | -2226447 | -980711 | -1335211 |
Profit Factor | 1.522 | 1.8696 | 1.1422 | 1.0683 | 1.4976 | 0.7115 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 184 | 86 | 98 | 184 | 86 | 98 |
Losing Trades | 184 | 98 | 86 | 184 | 98 | 86 |
Profitability (%) | 50 | 46.7391 | 53.2609 | 50 | 46.7391 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.522 | 2.1305 | 1.0023 | 1.0683 | 1.7066 | 0.6244 |
Largest Winning Trade | 349704 | 349704 | 76562 | 1505798 | 1505798 | 334907 |
Largest Losing Trade | -45441 | -45441 | -41017 | -390716 | -349920 | -390716 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 7376 | 4213 | 3163 | 7376 | 4213 | 3163 |
Profit Streak | 7.1274 | 7.1274 | 43.3774 | 7.1274 | 7.1274 | 43.3774 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568731 | 470844 | -181910 | -233485 | -16491 | -578171 |
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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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