Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658902.0325 | 490826.0832 | 168075.9493 | 764469.6908 | 1105726.921 | -341257.2302 |
Total P&L (%) | 658.902 | 490.8261 | 168.0759 | 764.4697 | 1105.7269 | -341.2572 |
Avg Daily Profit (%) | 0.3507 | 0.2612 | 0.0895 | 0.1149 | 0.1326 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152128 | -99901 | -144504 | -3968788 | -2173432 | -2509577 |
Profit Factor | 1.5109 | 1.7584 | 1.2616 | 1.044 | 1.1267 | 0.9605 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 54.2373 | 52.5424 | 55.9322 | 54.2373 | 52.5424 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.2748 | 1.5882 | 0.994 | 0.8809 | 1.0177 | 0.7568 |
Largest Winning Trade | 123690 | 123690 | 51827 | 908056 | 908056 | 595560 |
Largest Losing Trade | -55878 | -55878 | -38124 | -1441328 | -1116996 | -1441328 |
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 | 3728 | 1864 | 1864 | 3728 | 1864 | 1864 |
Profit Streak | 17.6417 | 17.6417 | 25.6417 | 17.6417 | 17.6417 | 25.6417 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497764 | 446826 | -74008 | -209906 | -95847 | -579429 |
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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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