Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679420.2526 | 634756.4051 | 44663.8475 | 872544.3979 | 3034406.033 | -2161861.6351 |
Total P&L (%) | 679.4203 | 634.7564 | 44.6638 | 872.5444 | 3034.406 | -2161.8616 |
Avg Daily Profit (%) | 0.2933 | 0.274 | 0.0193 | 0.0982 | 0.1488 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153320 | -89802 | -149429 | -3117139 | -2229484 | -2758376 |
Profit Factor | 1.6187 | 2.2895 | 1.0737 | 1.0506 | 1.3733 | 0.7631 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Losing Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Profitability (%) | 48.9362 | 51.6949 | 46.1538 | 48.9362 | 51.6949 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6891 | 2.1394 | 1.2527 | 1.0962 | 1.2832 | 0.8903 |
Largest Winning Trade | 258537 | 258537 | 82414 | 1715584 | 1715584 | 849019 |
Largest Losing Trade | -34142 | -34142 | -31544 | -1189881 | -809484 | -1189881 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 51 | 31 | 73 | 51 | 31 | 73 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 8586 | 3334 | 5252 | 8586 | 3334 | 5252 |
Profit Streak | 13.8205 | 16.0705 | 13.8205 | 13.8205 | 16.0705 | 13.8205 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511667 | 516809 | -309482 | -223983 | 284568 | -581918 |
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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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