Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399628.547 | 294039.9868 | 105588.5602 | -17199.2437 | 268676.1518 | -285875.3955 |
Total P&L (%) | 399.6285 | 294.04 | 105.5886 | -17.1992 | 268.6762 | -285.8754 |
Avg Daily Profit (%) | 0.2089 | 0.1537 | 0.0552 | -0.0099 | 0.0682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198013 | -100140 | -117053 | -2069595 | -1380977 | -1187547 |
Profit Factor | 1.3083 | 1.4879 | 1.1522 | 0.9982 | 1.0573 | 0.942 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 53.4783 | 50.4348 | 56.5217 | 53.4783 | 50.4348 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.1381 | 1.4623 | 0.8863 | 0.8684 | 1.0391 | 0.7246 |
Largest Winning Trade | 68884 | 68884 | 35961 | 531645 | 371073 | 531645 |
Largest Losing Trade | -77534 | -39163 | -77534 | -752950 | -414801 | -752950 |
Avg Bars in Trades | 98 | 83 | 112 | 98 | 83 | 112 |
Avg Bars in Winners | 84 | 70 | 96 | 84 | 70 | 96 |
Avg Bars in Losers | 113 | 96 | 133 | 113 | 96 | 133 |
Bars Traded | 22540 | 9637 | 12903 | 22540 | 9637 | 12903 |
Profit Streak | 29.5776 | 57.161 | 29.5776 | 29.5776 | 57.161 | 29.5776 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394270 | 350109 | -172837 | -577657 | -258033 | -579640 |
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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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