Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322788.9783 | 307531.1802 | 15257.7981 | 114746.1505 | 317716.8586 | -202970.7081 |
Total P&L (%) | 322.789 | 307.5312 | 15.2578 | 114.7462 | 317.7169 | -202.9707 |
Avg Daily Profit (%) | 0.2644 | 0.2519 | 0.0125 | 0.0626 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114212 | -95299 | -81593 | -698506 | -477038 | -566990 |
Profit Factor | 1.5197 | 1.9804 | 1.0496 | 1.0416 | 1.2388 | 0.8577 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 41.0714 | 41.0714 | 41.0714 | 41.0714 | 41.0714 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.1804 | 2.8414 | 1.506 | 1.4945 | 1.7774 | 1.2306 |
Largest Winning Trade | 200299 | 200299 | 33695 | 517415 | 517415 | 185942 |
Largest Losing Trade | -29576 | -16723 | -29576 | -265057 | -88366 | -265057 |
Avg Bars in Trades | 128 | 131 | 125 | 128 | 131 | 125 |
Avg Bars in Winners | 194 | 206 | 183 | 194 | 206 | 183 |
Avg Bars in Losers | 82 | 78 | 85 | 82 | 78 | 85 |
Bars Traded | 14374 | 7336 | 7038 | 14374 | 7336 | 7038 |
Profit Streak | 28.4536 | 39.1203 | 28.4536 | 28.4536 | 39.1203 | 28.4536 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307534 | -171153 | -534008 | -286212 | -218736 | -762098 |
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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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