Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630434.355 | 369608.646 | 260825.7089 | 2505137.357 | -124891.5687 | 2630028.9257 |
Total P&L (%) | 630.4344 | 369.6086 | 260.8257 | 2505.1374 | -124.8916 | 2630.0289 |
Avg Daily Profit (%) | 0.3468 | 0.2033 | 0.1435 | 0.1795 | 0 | 0.1821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81004 | -71299 | -43783 | -3432452 | -3526047 | -1346157 |
Profit Factor | 1.8497 | 1.9085 | 1.7782 | 1.13 | 0.9879 | 1.2927 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
Profitability (%) | 34.4037 | 28.4404 | 40.367 | 34.4037 | 28.4404 | 40.367 |
Ratio Avg Win / Avg Loss | 3.5267 | 4.802 | 2.6269 | 2.1545 | 2.4856 | 1.9097 |
Largest Winning Trade | 223827 | 223827 | 62273 | 2218329 | 2218329 | 1366104 |
Largest Losing Trade | -20844 | -14211 | -20844 | -469319 | -431296 | -469319 |
Avg Bars in Trades | 23 | 19 | 28 | 23 | 19 | 28 |
Avg Bars in Winners | 47 | 41 | 51 | 47 | 41 | 51 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5158 | 2085 | 3073 | 5158 | 2085 | 3073 |
Profit Streak | 21.2696 | 50.603 | 21.2696 | 21.2696 | 50.603 | 21.2696 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331488 | -2375 | -1324 | -72170 | -591648 | 210735 |
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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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