Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372060.7083 | 350229.3649 | 21831.3434 | 92966.7995 | 393518.5069 | -300551.7074 |
Total P&L (%) | 372.0607 | 350.2294 | 21.8313 | 92.9668 | 393.5185 | -300.5517 |
Avg Daily Profit (%) | 0.1787 | 0.1682 | 0.0105 | 0.0316 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137448 | -83948 | -66079 | -1026936 | -759489 | -440034 |
Profit Factor | 1.3559 | 1.6603 | 1.0424 | 1.0164 | 1.1353 | 0.8909 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 43.3198 | 42.7419 | 43.9024 | 43.3198 | 42.7419 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.774 | 2.2242 | 1.3319 | 1.3299 | 1.5209 | 1.1384 |
Largest Winning Trade | 214946 | 214946 | 60662 | 823440 | 823440 | 307022 |
Largest Losing Trade | -29626 | -29626 | -26975 | -269795 | -153078 | -269795 |
Avg Bars in Trades | 99 | 112 | 87 | 99 | 112 | 87 |
Avg Bars in Winners | 131 | 163 | 100 | 131 | 163 | 100 |
Avg Bars in Losers | 75 | 74 | 76 | 75 | 74 | 76 |
Bars Traded | 24683 | 13946 | 10737 | 24683 | 13946 | 10737 |
Profit Streak | 4.8726 | 4.8726 | 17.2893 | 4.8726 | 4.8726 | 17.2893 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314422 | 289572 | -359933 | -353426 | -163577 | -580642 |
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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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