Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503898.9801 | 411662.763 | 92236.2171 | 272838.642 | -646362.3192 | 919200.9612 |
Total P&L (%) | 503.899 | 411.6628 | 92.2362 | 272.8386 | -646.3623 | 919.201 |
Avg Daily Profit (%) | 0.2718 | 0.2221 | 0.0498 | 0.071 | 0 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154072 | -148127 | -97114 | -2958719 | -3032536 | -471273 |
Profit Factor | 1.444 | 1.5701 | 1.2234 | 1.0347 | 0.8899 | 1.4608 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 59.2275 | 61.2069 | 57.265 | 59.2275 | 61.2069 | 57.265 |
Ratio Avg Win / Avg Loss | 0.994 | 0.9951 | 0.913 | 0.7123 | 0.564 | 1.0901 |
Largest Winning Trade | 86978 | 86978 | 55902 | 574012 | 574012 | 334495 |
Largest Losing Trade | -61811 | -61811 | -29865 | -1550913 | -1550913 | -320573 |
Avg Bars in Trades | 91 | 155 | 29 | 91 | 155 | 29 |
Avg Bars in Winners | 70 | 105 | 33 | 70 | 105 | 33 |
Avg Bars in Losers | 122 | 232 | 23 | 122 | 232 | 23 |
Bars Traded | 21427 | 17984 | 3443 | 21427 | 17984 | 3443 |
Profit Streak | 14.7429 | 15.9929 | 14.7429 | 14.7429 | 15.9929 | 14.7429 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411741 | 347842 | -126956 | -278678 | -578993 | -22684 |
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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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