Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705267.0164 | 601441.4439 | 103825.5724 | 575996.4327 | -114431.4516 | 690427.8843 |
Total P&L (%) | 705.267 | 601.4414 | 103.8256 | 575.9964 | -114.4315 | 690.4279 |
Avg Daily Profit (%) | 0.2993 | 0.2552 | 0.0441 | 0.0811 | 0 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115659 | -131237 | -136825 | -520599 | -813691 | -198696 |
Profit Factor | 2.0174 | 2.8029 | 1.2887 | 1.2504 | 0.9244 | 1.8786 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0174 | 3.2033 | 1.1276 | 1.2504 | 1.0565 | 1.6438 |
Largest Winning Trade | 302411 | 302411 | 70861 | 358541 | 358541 | 294062 |
Largest Losing Trade | -71726 | -44036 | -71726 | -274714 | -274714 | -131236 |
Avg Bars in Trades | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Winners | 92 | 93 | 91 | 92 | 93 | 91 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 6771 | 3495 | 3276 | 6771 | 3495 | 3276 |
Profit Streak | 162.8639 | 166.5306 | 162.8639 | 162.8639 | 166.5306 | 162.8639 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516332 | 489455 | -132585 | -82822 | -579374 | -70340 |
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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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