Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614172.3565 | 523146.1754 | 91026.1811 | 97571.2734 | -81855.047 | 179426.3204 |
Total P&L (%) | 614.1724 | 523.1462 | 91.0262 | 97.5713 | -81.855 | 179.4263 |
Avg Daily Profit (%) | 0.3821 | 0.3255 | 0.0566 | 0.0424 | -0.1061 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144714 | -101796 | -86613 | -403116 | -337505 | -172974 |
Profit Factor | 1.7824 | 2.0947 | 1.2964 | 1.0693 | 0.9051 | 1.3286 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 46.875 | 39.5833 | 54.1667 | 46.875 | 39.5833 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.02 | 3.1972 | 1.0969 | 1.2119 | 1.3814 | 1.1242 |
Largest Winning Trade | 316721 | 316721 | 40247 | 129253 | 129253 | 123793 |
Largest Losing Trade | -66403 | -43718 | -66403 | -131250 | -123266 | -131250 |
Avg Bars in Trades | 197 | 211 | 183 | 197 | 211 | 183 |
Avg Bars in Winners | 260 | 289 | 238 | 260 | 289 | 238 |
Avg Bars in Losers | 142 | 160 | 119 | 142 | 160 | 119 |
Bars Traded | 18973 | 10145 | 8828 | 18973 | 10145 | 8828 |
Profit Streak | 50.3866 | 50.3866 | 57.8032 | 50.3866 | 50.3866 | 57.8032 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483502 | 349039 | -115627 | -280155 | -582508 | -105671 |
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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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