Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412072.281 | 352224.2312 | 59848.0499 | -18675.061 | -73684.2884 | 55009.2274 |
Total P&L (%) | 412.0723 | 352.2242 | 59.8481 | -18.6751 | -73.6843 | 55.0092 |
Avg Daily Profit (%) | 0.2366 | 0.2023 | 0.0344 | -0.0119 | -0.0766 | 0.0252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -352614 | -277993 | -74621 | -1569753 | -1209614 | -379970 |
Profit Factor | 1.4084 | 1.4716 | 1.2283 | 0.9939 | 0.9662 | 1.0627 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 51.5837 | 47.2727 | 55.8559 | 51.5837 | 47.2727 | 55.8559 |
Ratio Avg Win / Avg Loss | 1.3219 | 1.6413 | 0.9707 | 0.9329 | 1.0777 | 0.8398 |
Largest Winning Trade | 230894 | 230894 | 28370 | 548747 | 548747 | 229261 |
Largest Losing Trade | -57757 | -57757 | -24358 | -791231 | -791231 | -205145 |
Avg Bars in Trades | 93 | 166 | 21 | 93 | 166 | 21 |
Avg Bars in Winners | 80 | 146 | 25 | 80 | 146 | 25 |
Avg Bars in Losers | 107 | 184 | 15 | 107 | 184 | 15 |
Bars Traded | 20653 | 18303 | 2350 | 20653 | 18303 | 2350 |
Profit Streak | 18.8948 | 23.6448 | 18.8948 | 18.8948 | 23.6448 | 18.8948 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399877 | 327856 | -148340 | -578350 | -579888 | -312177 |
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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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