Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717369.1381 | 612968.7233 | 104400.4148 | 406784.2144 | 2137781.3508 | -1730997.1364 |
Total P&L (%) | 717.3691 | 612.9687 | 104.4004 | 406.7842 | 2137.7814 | -1730.9971 |
Avg Daily Profit (%) | 0.3813 | 0.3258 | 0.0555 | 0.0863 | 0.1654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174110 | -89510 | -99649 | -3340469 | -1672011 | -2484273 |
Profit Factor | 1.628 | 2.0566 | 1.1857 | 1.0286 | 1.3034 | 0.7593 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 46.1207 | 44.8276 | 47.4138 | 46.1207 | 44.8276 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.9019 | 2.5312 | 1.3151 | 1.2016 | 1.6042 | 0.8421 |
Largest Winning Trade | 286044 | 286044 | 83942 | 1667260 | 1667260 | 587555 |
Largest Losing Trade | -46417 | -46417 | -36090 | -1193722 | -745049 | -1193722 |
Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Winners | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 11151 | 5030 | 6121 | 11151 | 5030 | 6121 |
Profit Streak | 6.0307 | 16.0307 | 6.0307 | 6.0307 | 16.0307 | 6.0307 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502607 | 426067 | -135603 | -265533 | 279715 | -581332 |
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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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