Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650231.6191 | 533038.1864 | 117193.4327 | 828485.1145 | -170382.3518 | 998867.4663 |
Total P&L (%) | 650.2316 | 533.0382 | 117.1934 | 828.4851 | -170.3824 | 998.8675 |
Avg Daily Profit (%) | 0.3367 | 0.276 | 0.0607 | 0.1155 | 0 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125397 | -91695 | -100111 | -968593 | -963676 | -337033 |
Profit Factor | 1.798 | 2.2808 | 1.294 | 1.2233 | 0.9236 | 1.6747 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 55.102 | 53.0612 | 57.1429 | 55.102 | 53.0612 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4651 | 2.0176 | 0.9705 | 0.9967 | 0.817 | 1.256 |
Largest Winning Trade | 301328 | 301328 | 57585 | 385720 | 336368 | 385720 |
Largest Losing Trade | -64885 | -44880 | -64885 | -341021 | -341021 | -164318 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 3751 | 1615 | 2136 | 3751 | 1615 | 2136 |
Profit Streak | 48.2123 | 48.7123 | 48.2123 | 48.2123 | 48.7123 | 48.2123 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541657 | 533832 | -111176 | -36945 | -578979 | -22396 |
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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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