Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556540.3185 | 408167.8835 | 148372.435 | 981415.124 | 442601.2874 | 538813.8366 |
Total P&L (%) | 556.5403 | 408.1679 | 148.3724 | 981.4151 | 442.6013 | 538.8138 |
Avg Daily Profit (%) | 0.2556 | 0.1875 | 0.0681 | 0.1094 | 0.0777 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119187 | -105884 | -69994 | -1822074 | -1783675 | -949972 |
Profit Factor | 1.5692 | 1.8048 | 1.3153 | 1.0887 | 1.0754 | 1.1038 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 54.185 | 54.386 | 53.9823 | 54.185 | 54.386 | 53.9823 |
Ratio Avg Win / Avg Loss | 1.3268 | 1.5137 | 1.1212 | 0.9206 | 0.9019 | 0.941 |
Largest Winning Trade | 109686 | 109686 | 54961 | 608499 | 531233 | 608499 |
Largest Losing Trade | -50016 | -50016 | -35033 | -707786 | -707786 | -554505 |
Avg Bars in Trades | 55 | 41 | 69 | 55 | 41 | 69 |
Avg Bars in Winners | 58 | 40 | 76 | 58 | 40 | 76 |
Avg Bars in Losers | 52 | 43 | 61 | 52 | 43 | 61 |
Bars Traded | 12651 | 4769 | 7882 | 12651 | 4769 | 7882 |
Profit Streak | 23.4151 | 23.4151 | 42.5817 | 23.4151 | 23.4151 | 42.5817 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468260 | 424827 | -100520 | -168338 | -227613 | -185502 |
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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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