Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484631.8581 | 547569.1408 | -62937.2827 | -6416.8799 | 1607190.2632 | -1613607.1431 |
Total P&L (%) | 484.6319 | 547.5691 | -62.9373 | -6.4169 | 1607.1903 | -1613.6071 |
Avg Daily Profit (%) | 0.21 | 0.2373 | -0.0273 | -0.0029 | 0.123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221669 | -142123 | -201948 | -1799484 | -685853 | -1751605 |
Profit Factor | 1.3995 | 2.0546 | 0.9093 | 0.999 | 1.58 | 0.5586 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 46.6063 | 43.2432 | 50 | 46.6063 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 1.6033 | 2.6967 | 0.9093 | 1.1445 | 2.0738 | 0.5586 |
Largest Winning Trade | 243885 | 243885 | 81863 | 816673 | 816673 | 204722 |
Largest Losing Trade | -59931 | -31848 | -59931 | -755638 | -494734 | -755638 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 57 | 36 | 75 | 57 | 36 | 75 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 8541 | 3189 | 5352 | 8541 | 3189 | 5352 |
Profit Streak | 6.8193 | 6.8193 | 36.5693 | 6.8193 | 6.8193 | 36.5693 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378180 | 372217 | -579603 | -578116 | -27368 | -579603 |
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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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