Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546344.1074 | 391737.2646 | 154606.8428 | 129092.6278 | -434237.4064 | 563330.0343 |
Total P&L (%) | 546.3441 | 391.7373 | 154.6068 | 129.0926 | -434.2374 | 563.33 |
Avg Daily Profit (%) | 0.3132 | 0.2246 | 0.0886 | 0.0475 | 0 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230627 | -99795 | -206607 | -1940025 | -1261322 | -1147329 |
Profit Factor | 1.4582 | 1.623 | 1.2743 | 1.0228 | 0.8722 | 1.2495 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 136 | 61 | 75 | 136 | 61 | 75 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 55.7377 | 50 | 61.4754 | 55.7377 | 50 | 61.4754 |
Ratio Avg Win / Avg Loss | 1.158 | 1.623 | 0.7986 | 0.8122 | 0.8722 | 0.783 |
Largest Winning Trade | 143223 | 143223 | 35992 | 405558 | 405558 | 235549 |
Largest Losing Trade | -89881 | -33623 | -89881 | -563921 | -488819 | -563921 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 5139 | 2567 | 2572 | 5139 | 2567 | 2572 |
Profit Streak | 27.6452 | 27.6452 | 48.6452 | 27.6452 | 27.6452 | 48.6452 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497474 | 413715 | -73415 | -322755 | -580189 | -46622 |
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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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