Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574803.6251 | 511164.74 | 63638.8851 | 459832.5536 | 564443.0864 | -104610.5328 |
Total P&L (%) | 574.8036 | 511.1647 | 63.6389 | 459.8326 | 564.4431 | -104.6105 |
Avg Daily Profit (%) | 0.3067 | 0.2727 | 0.034 | 0.0919 | 0.1011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207438 | -107588 | -184694 | -463657 | -202821 | -349524 |
Profit Factor | 1.6569 | 2.1579 | 1.1468 | 1.3326 | 1.9137 | 0.8632 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 47.1616 | 46.9565 | 47.3684 | 47.1616 | 46.9565 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.8564 | 2.4377 | 1.2742 | 1.493 | 2.1618 | 0.9591 |
Largest Winning Trade | 198457 | 198457 | 45213 | 295531 | 295531 | 95905 |
Largest Losing Trade | -54129 | -40338 | -54129 | -227003 | -85703 | -227003 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 7124 | 3350 | 3774 | 7124 | 3350 | 3774 |
Profit Streak | 9.2407 | 9.2407 | 12.7407 | 9.2407 | 9.2407 | 12.7407 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478613 | 441974 | -207678 | -68724 | -54452 | -581440 |
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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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