Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534626.5104 | 485705.5932 | 48920.9172 | -450426.6884 | 1044311.633 | -1494738.3215 |
Total P&L (%) | 534.6265 | 485.7056 | 48.9209 | -450.4267 | 1044.3116 | -1494.7383 |
Avg Daily Profit (%) | 0.2874 | 0.2611 | 0.0263 | 0 | 0.1311 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152906 | -60594 | -132508 | -3333838 | -1316964 | -3054110 |
Profit Factor | 1.6156 | 2.636 | 1.0856 | 0.9624 | 1.3065 | 0.8255 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 123 | 62 | 61 | 128 | 63 | 65 |
Losing Trades | 116 | 58 | 58 | 111 | 57 | 54 |
Profitability (%) | 51.4644 | 51.6667 | 51.2605 | 53.5565 | 52.5 | 54.6218 |
Ratio Avg Win / Avg Loss | 1.5237 | 2.4659 | 1.0322 | 0.8346 | 1.1821 | 0.6858 |
Largest Winning Trade | 342463 | 342463 | 67913 | 828472 | 566962 | 828472 |
Largest Losing Trade | -132508 | -21030 | -132508 | -1897858 | -469744 | -1897858 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 36 | 28 | 45 | 35 | 32 | 37 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 19 | 30 |
Bars Traded | 7295 | 3202 | 4093 | 7295 | 3202 | 4093 |
Profit Streak | 10.4354 | 12.9354 | 10.4354 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533499 | 522366 | -284968 | -579066 | -17084 | -580416 |
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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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