Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442287.1781 | 375949.2302 | 66337.9479 | -61407.015 | 99371.0329 | -160778.0479 |
Total P&L (%) | 442.2872 | 375.9492 | 66.3379 | -61.407 | 99.371 | -160.778 |
Avg Daily Profit (%) | 0.2375 | 0.2019 | 0.0356 | -0.0511 | 0.0371 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137090 | -121989 | -113154 | -223728 | -74037 | -203137 |
Profit Factor | 1.5051 | 2.0982 | 1.1244 | 0.8969 | 1.5525 | 0.6133 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 54.0541 | 49.0909 | 58.9286 | 54.0541 | 49.0909 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.2793 | 2.1759 | 0.7837 | 0.7624 | 1.61 | 0.4275 |
Largest Winning Trade | 118686 | 118686 | 46470 | 112265 | 112265 | 35259 |
Largest Losing Trade | -90384 | -36190 | -90384 | -198391 | -18311 | -198391 |
Avg Bars in Trades | 98 | 92 | 104 | 98 | 92 | 104 |
Avg Bars in Winners | 96 | 98 | 96 | 96 | 98 | 96 |
Avg Bars in Losers | 100 | 86 | 117 | 100 | 86 | 117 |
Bars Traded | 10952 | 5080 | 5872 | 10952 | 5080 | 5872 |
Profit Streak | 44.7628 | 44.7628 | 75.2628 | 44.7628 | 44.7628 | 75.2628 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414702 | -168226 | -408853 | -578537 | -320503 | -758710 |
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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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