Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341201.4844 | 315887.7943 | 25313.6901 | 1292319.5922 | 1308688.2544 | -16368.6622 |
Total P&L (%) | 341.2015 | 315.8878 | 25.3137 | 1292.3196 | 1308.6883 | -16.3687 |
Avg Daily Profit (%) | 0.419 | 0.3879 | 0.0311 | 0.324 | 0.3254 | -0.022 |
Buy And Hold Return (%) | 455.5429 | 455.5429 | 455.5429 | 455.5429 | 455.5429 | 455.5429 |
Max Trade Drawdown | -127947 | -77041 | -71792 | -757143 | -508672 | -552980 |
Profit Factor | 2.1154 | 2.9726 | 1.1737 | 1.7008 | 2.31 | 0.9806 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 200 | 111 | 89 | 200 | 111 | 89 |
Losing Trades | 41 | 9 | 32 | 41 | 9 | 32 |
Profitability (%) | 82.9876 | 92.5 | 73.5537 | 82.9876 | 92.5 | 73.5537 |
Ratio Avg Win / Avg Loss | 0.4337 | 0.241 | 0.422 | 0.3487 | 0.1873 | 0.3526 |
Largest Winning Trade | 17836 | 17836 | 8386 | 88283 | 88283 | 46674 |
Largest Losing Trade | -58549 | -58549 | -36690 | -508672 | -508672 | -352331 |
Avg Bars in Trades | 36 | 61 | 11 | 36 | 61 | 11 |
Avg Bars in Winners | 20 | 32 | 5 | 20 | 32 | 5 |
Avg Bars in Losers | 113 | 423 | 25 | 113 | 423 | 25 |
Bars Traded | 8711 | 7376 | 1335 | 8711 | 7376 | 1335 |
Profit Streak | 44.5462 | 78.0462 | 44.5462 | 44.5462 | 78.0462 | 44.5462 |
Trades During Streak | 10 | 15 | 5 | 10 | 15 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147918 | -146783 | -343363 | 482662 | 517434 | -575858 |
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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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