Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544442.1221 | 424732.3169 | 119709.8051 | 152873.4589 | 1097488.4594 | -944615.0005 |
Total P&L (%) | 544.4421 | 424.7323 | 119.7098 | 152.8735 | 1097.4885 | -944.615 |
Avg Daily Profit (%) | 0.3053 | 0.2382 | 0.0671 | 0.052 | 0.1393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142532 | -73457 | -139069 | -1749103 | -442153 | -1620722 |
Profit Factor | 1.6928 | 2.3761 | 1.2508 | 1.0417 | 2.049 | 0.6398 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 61.3861 | 58 | 64.7059 | 61.3861 | 58 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0648 | 1.7206 | 0.6823 | 0.6552 | 1.4837 | 0.349 |
Largest Winning Trade | 106786 | 106786 | 59508 | 920163 | 920163 | 302628 |
Largest Losing Trade | -75978 | -33858 | -75978 | -726985 | -270163 | -726985 |
Avg Bars in Trades | 51 | 43 | 58 | 51 | 43 | 58 |
Avg Bars in Winners | 48 | 38 | 56 | 48 | 38 | 56 |
Avg Bars in Losers | 55 | 50 | 61 | 55 | 50 | 61 |
Bars Traded | 5161 | 2190 | 2971 | 5161 | 2190 | 2971 |
Profit Streak | 117.7965 | 117.7965 | 153.7965 | 117.7965 | 117.7965 | 153.7965 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511267 | -165586 | -281953 | -296615 | -181906 | -757544 |
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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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