Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740627.3452 | 632419.8509 | 108207.4943 | 524003.6081 | 1012889.9698 | -488886.3617 |
Total P&L (%) | 740.6273 | 632.4199 | 108.2075 | 524.0036 | 1012.89 | -488.8864 |
Avg Daily Profit (%) | 0.3067 | 0.2619 | 0.0448 | 0.0758 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160678 | -106231 | -133230 | -1050488 | -389227 | -1077677 |
Profit Factor | 1.6886 | 2.1584 | 1.2043 | 1.1535 | 1.8006 | 0.7726 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 51.7949 | 52.5773 | 51.0204 | 51.7949 | 52.5773 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.5716 | 1.9468 | 1.1562 | 1.0735 | 1.6241 | 0.7417 |
Largest Winning Trade | 287447 | 287447 | 59233 | 397480 | 397480 | 133013 |
Largest Losing Trade | -60486 | -42835 | -60486 | -525410 | -129100 | -525410 |
Avg Bars in Trades | 23 | 26 | 19 | 23 | 26 | 19 |
Avg Bars in Winners | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 4557 | 2603 | 1954 | 4557 | 2603 | 1954 |
Profit Streak | 15.525 | 58.025 | 15.525 | 15.525 | 58.025 | 15.525 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531046 | 522208 | -132866 | -140381 | -54042 | -580079 |
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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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