Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495648.1421 | 392457.8359 | 103190.3062 | 319755.6022 | -31574.504 | 351330.1063 |
Total P&L (%) | 495.6481 | 392.4578 | 103.1903 | 319.7556 | -31.5745 | 351.3301 |
Avg Daily Profit (%) | 0.3063 | 0.2426 | 0.0638 | 0.0887 | -0.0234 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96579 | -108881 | -94863 | -1111596 | -1110658 | -940285 |
Profit Factor | 1.443 | 1.7509 | 1.1731 | 1.0486 | 0.9902 | 1.1049 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 47.4419 | 44.8598 | 50 | 47.4419 | 44.8598 | 50 |
Ratio Avg Win / Avg Loss | 1.5986 | 2.1522 | 1.1731 | 1.1617 | 1.2171 | 1.1049 |
Largest Winning Trade | 177204 | 177204 | 48997 | 416513 | 299946 | 416513 |
Largest Losing Trade | -39810 | -37114 | -39810 | -415652 | -415652 | -238230 |
Avg Bars in Trades | 88 | 91 | 85 | 88 | 91 | 85 |
Avg Bars in Winners | 104 | 107 | 101 | 104 | 107 | 101 |
Avg Bars in Losers | 73 | 78 | 68 | 73 | 78 | 68 |
Bars Traded | 19013 | 9799 | 9214 | 19013 | 9799 | 9214 |
Profit Streak | 497.4862 | 501.4029 | 497.4862 | 497.4862 | 501.4029 | 497.4862 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420826 | 346330 | -137585 | -240478 | -580795 | -173400 |
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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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