Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574215.935 | 487638.418 | 86577.517 | 507499.7744 | 623275.2888 | -115775.5144 |
Total P&L (%) | 574.2159 | 487.6384 | 86.5775 | 507.4998 | 623.2753 | -115.7755 |
Avg Daily Profit (%) | 0.4652 | 0.3951 | 0.0701 | 0.1463 | 0.1604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186330 | -131702 | -122063 | -4088413 | -2153017 | -2310027 |
Profit Factor | 1.6813 | 1.9676 | 1.2555 | 1.0479 | 1.1065 | 0.9755 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 51.4706 | 50 | 52.9412 | 51.4706 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.5852 | 1.9676 | 1.116 | 0.9881 | 1.1065 | 0.8671 |
Largest Winning Trade | 239131 | 239131 | 22817 | 1729095 | 1729095 | 582393 |
Largest Losing Trade | -41891 | -41891 | -37203 | -1039580 | -600046 | -1039580 |
Avg Bars in Trades | 71 | 93 | 48 | 71 | 93 | 48 |
Avg Bars in Winners | 77 | 107 | 50 | 77 | 107 | 50 |
Avg Bars in Losers | 64 | 80 | 47 | 64 | 80 | 47 |
Bars Traded | 14515 | 9546 | 4969 | 14515 | 9546 | 4969 |
Profit Streak | 15.2813 | 0 | 15.448 | 15.2813 | 0 | 15.448 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551960 | 458778 | -98785 | -164966 | -96005 | -580096 |
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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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