Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382839.57 | 125803.4323 | 257036.1377 | 492217.821 | 596485.5591 | -104267.7381 |
Total P&L (%) | 382.8396 | 125.8034 | 257.0361 | 492.2178 | 596.4856 | -104.2677 |
Avg Daily Profit (%) | 0.2585 | 0.0849 | 0.1736 | 0.1202 | 0.1311 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211745 | -112622 | -136127 | -1538456 | -936495 | -991392 |
Profit Factor | 1.4554 | 1.2901 | 1.6314 | 1.1124 | 1.2812 | 0.9538 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 53.5714 | 52.0408 | 55.102 | 53.5714 | 52.0408 | 55.102 |
Ratio Avg Win / Avg Loss | 1.2613 | 1.1889 | 1.3293 | 0.9641 | 1.1807 | 0.7772 |
Largest Winning Trade | 71365 | 71365 | 47867 | 404153 | 404153 | 228820 |
Largest Losing Trade | -38613 | -32140 | -38613 | -428316 | -428316 | -323646 |
Avg Bars in Trades | 89 | 70 | 108 | 89 | 70 | 108 |
Avg Bars in Winners | 85 | 54 | 115 | 85 | 54 | 115 |
Avg Bars in Losers | 93 | 86 | 100 | 93 | 86 | 100 |
Bars Traded | 17505 | 6872 | 10633 | 17505 | 6872 | 10633 |
Profit Streak | 5.1425 | 5.1425 | 15.8925 | 5.1425 | 5.1425 | 15.8925 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425737 | -78836 | 404117 | -128424 | -16884 | -578925 |
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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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