Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524249.7452 | 561795.0025 | -37545.2573 | 66094.9501 | 2360996.9501 | -2294902 |
Total P&L (%) | 524.2497 | 561.795 | -37.5453 | 66.095 | 2360.997 | -2294.902 |
Avg Daily Profit (%) | 0.2272 | 0.2434 | -0.0163 | 0.022 | 0.1389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197837 | -131436 | -184524 | -2955066 | -1127084 | -2602630 |
Profit Factor | 1.4346 | 2.0445 | 0.9438 | 1.006 | 1.4774 | 0.6167 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 45.8874 | 44.8276 | 46.9565 | 45.8874 | 44.8276 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.6917 | 2.5163 | 1.0662 | 1.1864 | 1.8183 | 0.6967 |
Largest Winning Trade | 240379 | 240379 | 82272 | 1349704 | 1349704 | 446880 |
Largest Losing Trade | -53722 | -31848 | -53722 | -1124186 | -821109 | -1124186 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 55 | 34 | 76 | 55 | 34 | 76 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 8541 | 3268 | 5273 | 8541 | 3268 | 5273 |
Profit Streak | 4.5307 | 4.5307 | 6.7807 | 4.5307 | 4.5307 | 6.7807 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382943 | 381284 | -579856 | -377275 | -6619 | -581523 |
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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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