Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734496.9407 | 543803.453 | 190693.4877 | 3061481.1182 | -352335.6899 | 3413816.8082 |
Total P&L (%) | 734.4969 | 543.8035 | 190.6935 | 3061.4811 | -352.3357 | 3413.8168 |
Avg Daily Profit (%) | 0.3527 | 0.2611 | 0.0916 | 0.166 | 0 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162884 | -63929 | -240124 | -2245518 | -2164864 | -984886 |
Profit Factor | 1.7355 | 2.2337 | 1.3418 | 1.4077 | 0.9196 | 2.0913 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 51.7391 | 49.5652 | 53.913 | 51.7391 | 49.5652 | 53.913 |
Ratio Avg Win / Avg Loss | 1.6188 | 2.2729 | 1.147 | 1.3131 | 0.9357 | 1.7878 |
Largest Winning Trade | 95086 | 95086 | 70988 | 1381885 | 1381885 | 1171008 |
Largest Losing Trade | -68214 | -25798 | -68214 | -679016 | -679016 | -614309 |
Avg Bars in Trades | 106 | 92 | 120 | 106 | 92 | 120 |
Avg Bars in Winners | 133 | 122 | 144 | 133 | 122 | 144 |
Avg Bars in Losers | 77 | 62 | 92 | 77 | 62 | 92 |
Bars Traded | 24496 | 10643 | 13853 | 24496 | 10643 | 13853 |
Profit Streak | 0 | 0 | 6.1967 | 0 | 0 | 6.1967 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506221 | 446182 | -69420 | 357052 | -581195 | 457926 |
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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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