Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547379.7 | 422358.7245 | 125020.9755 | 126578.8089 | -210756.2508 | 337335.0597 |
Total P&L (%) | 547.3797 | 422.3587 | 125.021 | 126.5788 | -210.7563 | 337.3351 |
Avg Daily Profit (%) | 0.3681 | 0.284 | 0.0841 | 0.055 | 0 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173646 | -176302 | -76001 | -892446 | -734653 | -382105 |
Profit Factor | 1.566 | 1.7642 | 1.3016 | 1.0325 | 0.9103 | 1.2188 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 98 | 37 | 61 | 98 | 37 | 61 |
Losing Trades | 109 | 66 | 43 | 109 | 66 | 43 |
Profitability (%) | 47.343 | 35.9223 | 58.6538 | 47.343 | 35.9223 | 58.6538 |
Ratio Avg Win / Avg Loss | 1.7417 | 3.147 | 0.9175 | 1.1484 | 1.6237 | 0.8592 |
Largest Winning Trade | 320146 | 320146 | 64186 | 531159 | 531159 | 203677 |
Largest Losing Trade | -50652 | -24113 | -50652 | -174829 | -174829 | -135962 |
Avg Bars in Trades | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Winners | 37 | 29 | 41 | 37 | 29 | 41 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5834 | 2375 | 3459 | 5834 | 2375 | 3459 |
Profit Streak | 4.7602 | 14.7602 | 4.7602 | 4.7602 | 14.7602 | 4.7602 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488904 | 244678 | -80941 | -302900 | -582888 | -61178 |
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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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