Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596436.4744 | 447554.5326 | 148881.9418 | 638045.2017 | 1090643.7209 | -452598.5192 |
Total P&L (%) | 596.4365 | 447.5545 | 148.8819 | 638.0452 | 1090.6437 | -452.5985 |
Avg Daily Profit (%) | 0.3136 | 0.2353 | 0.0783 | 0.1051 | 0.1303 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181197 | -146935 | -101437 | -1824022 | -696752 | -1544561 |
Profit Factor | 1.725 | 2.0448 | 1.3775 | 1.141 | 1.5231 | 0.8146 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 48.1132 | 47.1698 | 49.0566 | 48.1132 | 47.1698 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.8602 | 2.2902 | 1.4305 | 1.2305 | 1.7059 | 0.8459 |
Largest Winning Trade | 198459 | 198459 | 59960 | 1003682 | 1003682 | 376672 |
Largest Losing Trade | -48488 | -38564 | -48488 | -955324 | -278829 | -955324 |
Avg Bars in Trades | 69 | 69 | 68 | 69 | 69 | 68 |
Avg Bars in Winners | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 7345 | 3695 | 3650 | 7345 | 3695 | 3650 |
Profit Streak | 0 | 0 | 591.0285 | 0 | 0 | 591.0285 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425742 | -169346 | -267343 | -118090 | -197227 | -760241 |
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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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