Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499665.407 | 421782.4863 | 77882.9208 | 296442.3715 | -79029.1496 | 375471.5211 |
Total P&L (%) | 499.6654 | 421.7825 | 77.8829 | 296.4424 | -79.0292 | 375.4715 |
Avg Daily Profit (%) | 0.3088 | 0.2607 | 0.0481 | 0.0852 | -0.0965 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114990 | -179836 | -62323 | -701955 | -1027970 | -182600 |
Profit Factor | 1.6124 | 1.7232 | 1.3347 | 1.1052 | 0.9642 | 1.6138 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 58.1395 | 58.8785 | 57.4074 | 58.1395 | 58.8785 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.1609 | 1.2035 | 0.9902 | 0.7958 | 0.6734 | 1.1974 |
Largest Winning Trade | 300315 | 300315 | 17006 | 568998 | 568998 | 64809 |
Largest Losing Trade | -48465 | -48465 | -27664 | -364183 | -364183 | -72133 |
Avg Bars in Trades | 87 | 159 | 17 | 87 | 159 | 17 |
Avg Bars in Winners | 75 | 129 | 20 | 75 | 129 | 20 |
Avg Bars in Losers | 105 | 201 | 13 | 105 | 201 | 13 |
Bars Traded | 18912 | 17050 | 1862 | 18912 | 17050 | 1862 |
Profit Streak | 508.3916 | 508.3916 | 508.9749 | 508.3916 | 508.3916 | 508.9749 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504307 | 423375 | -128065 | -182197 | -579312 | -60387 |
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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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