Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421833.8189 | 333790.1019 | 88043.717 | 810945.6439 | 844521.087 | -33575.4431 |
Total P&L (%) | 421.8338 | 333.7901 | 88.0437 | 810.9456 | 844.5211 | -33.5754 |
Avg Daily Profit (%) | 0.2955 | 0.2338 | 0.0617 | 0.1549 | 0.1574 | -0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72200 | -62123 | -40404 | -1130917 | -884298 | -637971 |
Profit Factor | 2.2225 | 2.3781 | 1.856 | 1.302 | 1.4966 | 0.9659 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 67.6768 | 69.3878 | 66 | 67.6768 | 69.3878 | 66 |
Ratio Avg Win / Avg Loss | 1.0615 | 1.0492 | 0.9561 | 0.6218 | 0.6602 | 0.4976 |
Largest Winning Trade | 177015 | 177015 | 16399 | 675468 | 675468 | 160040 |
Largest Losing Trade | -58991 | -58991 | -34467 | -866884 | -866884 | -571393 |
Avg Bars in Trades | 24 | 45 | 3 | 24 | 45 | 3 |
Avg Bars in Winners | 16 | 28 | 4 | 16 | 28 | 4 |
Avg Bars in Losers | 41 | 85 | 3 | 41 | 85 | 3 |
Bars Traded | 2444 | 2249 | 195 | 2444 | 2249 | 195 |
Profit Streak | 80.1692 | 87.1692 | 80.1692 | 80.1692 | 87.1692 | 80.1692 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578915 | 550848 | -286566 | 381838 | 405521 | -757518 |
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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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