Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331009.2022 | 315176.6453 | 15832.5569 | 1087489.0876 | 1117202.068 | -29712.9804 |
Total P&L (%) | 331.0092 | 315.1766 | 15.8326 | 1087.4891 | 1117.2021 | -29.713 |
Avg Daily Profit (%) | 0.4003 | 0.3811 | 0.0191 | 0.2997 | 0.3027 | -0.0426 |
Buy And Hold Return (%) | 463.7832 | 463.7832 | 463.7832 | 463.7832 | 463.7832 | 463.7832 |
Max Trade Drawdown | -104484 | -80817 | -33961 | -892791 | -731457 | -332441 |
Profit Factor | 1.8957 | 2.4905 | 1.1001 | 1.3784 | 1.6457 | 0.974 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Losing Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Profitability (%) | 62.5571 | 69.7248 | 55.4545 | 62.5571 | 69.7248 | 55.4545 |
Ratio Avg Win / Avg Loss | 1.1346 | 1.0814 | 0.8837 | 0.825 | 0.7146 | 0.7824 |
Largest Winning Trade | 26874 | 26874 | 9783 | 235416 | 235416 | 91794 |
Largest Losing Trade | -57813 | -57813 | -16958 | -621513 | -621513 | -208810 |
Avg Bars in Trades | 39 | 69 | 9 | 39 | 69 | 9 |
Avg Bars in Winners | 28 | 44 | 6 | 28 | 44 | 6 |
Avg Bars in Losers | 59 | 127 | 13 | 59 | 127 | 13 |
Bars Traded | 8704 | 7617 | 1087 | 8704 | 7617 | 1087 |
Profit Streak | 45.1837 | 55.3504 | 45.1837 | 45.1837 | 55.3504 | 45.1837 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150195 | -148999 | -443825 | 250466 | 326329 | -579498 |
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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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