Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661946.7063 | 569864.9477 | 92081.7587 | -24720.4053 | -479630.8512 | 454910.4459 |
Total P&L (%) | 661.9467 | 569.8649 | 92.0818 | -24.7204 | -479.6309 | 454.9104 |
Avg Daily Profit (%) | 0.4478 | 0.3855 | 0.0623 | -0.0192 | 0 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189092 | -162568 | -145576 | -2187313 | -2009490 | -1807988 |
Profit Factor | 1.5761 | 1.867 | 1.1873 | 0.9972 | 0.9067 | 1.1206 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 114 | 47 | 67 | 114 | 47 | 67 |
Losing Trades | 124 | 72 | 52 | 124 | 72 | 52 |
Profitability (%) | 47.8992 | 39.4958 | 56.3025 | 47.8992 | 39.4958 | 56.3025 |
Ratio Avg Win / Avg Loss | 1.7144 | 2.8601 | 0.9215 | 1.0847 | 1.389 | 0.8697 |
Largest Winning Trade | 607455 | 607455 | 25684 | 711955 | 711955 | 461768 |
Largest Losing Trade | -63935 | -37100 | -63935 | -894537 | -639386 | -894537 |
Avg Bars in Trades | 36 | 42 | 31 | 36 | 42 | 31 |
Avg Bars in Winners | 40 | 48 | 35 | 40 | 48 | 35 |
Avg Bars in Losers | 32 | 37 | 25 | 32 | 37 | 25 |
Bars Traded | 8747 | 5020 | 3727 | 8747 | 5020 | 3727 |
Profit Streak | 7.4144 | 0 | 9.2478 | 7.4144 | 0 | 9.2478 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509253 | 318372 | -124718 | -578003 | -583434 | -126438 |
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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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