Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494632.9742 | 381607.2945 | 113025.6797 | 63193.7201 | 1691652.4656 | -1628458.7456 |
Total P&L (%) | 494.633 | 381.6073 | 113.0257 | 63.1937 | 1691.6525 | -1628.4587 |
Avg Daily Profit (%) | 0.2637 | 0.2035 | 0.0603 | 0.0261 | 0.154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234031 | -111912 | -185082 | -7255784 | -4073309 | -4145388 |
Profit Factor | 1.3625 | 1.6272 | 1.1495 | 1.0029 | 1.1709 | 0.862 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 53.617 | 53.8462 | 53.3898 | 53.617 | 53.8462 | 53.3898 |
Ratio Avg Win / Avg Loss | 1.1787 | 1.3948 | 1.0035 | 0.8676 | 1.0036 | 0.7525 |
Largest Winning Trade | 98144 | 98144 | 51651 | 1151527 | 1151527 | 852802 |
Largest Losing Trade | -69749 | -50343 | -69749 | -1488026 | -1240587 | -1488026 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3718 | 1849 | 1869 | 3718 | 1849 | 1869 |
Profit Streak | 11.5029 | 0 | 19.5029 | 11.5029 | 0 | 19.5029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404637 | 365530 | -167513 | -374818 | -24338 | -579743 |
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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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