Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354622.0291 | 229502.1207 | 125119.9084 | 357929.9036 | 551790.477 | -193860.5734 |
Total P&L (%) | 354.622 | 229.5021 | 125.1199 | 357.9299 | 551.7905 | -193.8606 |
Avg Daily Profit (%) | 0.2478 | 0.1604 | 0.0874 | 0.1064 | 0.1311 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64814 | -53767 | -77269 | -540667 | -128302 | -529759 |
Profit Factor | 1.6903 | 2.2296 | 1.3825 | 1.228 | 2.5551 | 0.8405 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 61.2245 | 55.102 | 67.3469 | 61.2245 | 55.102 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.0705 | 1.8167 | 0.6703 | 0.7777 | 2.0819 | 0.4075 |
Largest Winning Trade | 66027 | 66027 | 40078 | 231984 | 231984 | 154346 |
Largest Losing Trade | -62118 | -38552 | -62118 | -360967 | -66951 | -360967 |
Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Winners | 78 | 64 | 89 | 78 | 64 | 89 |
Avg Bars in Losers | 94 | 99 | 87 | 94 | 99 | 87 |
Bars Traded | 8278 | 3935 | 4343 | 8278 | 3935 | 4343 |
Profit Streak | 52.7733 | 52.7733 | 71.1066 | 52.7733 | 52.7733 | 71.1066 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476878 | 462482 | -73977 | -49841 | -11401 | -577465 |
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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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