Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482542.6722 | 326640.1776 | 155902.4947 | 112468.8393 | -26557.9471 | 139026.7863 |
Total P&L (%) | 482.5427 | 326.6402 | 155.9025 | 112.4688 | -26.5579 | 139.0268 |
Avg Daily Profit (%) | 0.2673 | 0.181 | 0.0864 | 0.0418 | -0.0171 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107868 | -139625 | -71953 | -528469 | -557885 | -426441 |
Profit Factor | 1.5216 | 1.7081 | 1.3361 | 1.0432 | 0.9794 | 1.106 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
Losing Trades | 135 | 77 | 58 | 135 | 77 | 58 |
Profitability (%) | 42.5532 | 34.7458 | 50.4274 | 42.5532 | 34.7458 | 50.4274 |
Ratio Avg Win / Avg Loss | 2.0542 | 3.2078 | 1.3135 | 1.4084 | 1.8394 | 1.0873 |
Largest Winning Trade | 334794 | 334794 | 53897 | 377786 | 377786 | 165750 |
Largest Losing Trade | -53273 | -25960 | -53273 | -193995 | -103985 | -193995 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 62 | 54 | 68 | 62 | 54 | 68 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 10658 | 4592 | 6066 | 10658 | 4592 | 6066 |
Profit Streak | 18.842 | 39.0087 | 0 | 18.842 | 39.0087 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347043 | 198379 | -77525 | -311198 | -583184 | -232534 |
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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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