Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637570.3211 | 415156.8342 | 222413.4869 | 969093.4614 | -954186.2233 | 1923279.6846 |
Total P&L (%) | 637.5703 | 415.1568 | 222.4135 | 969.0935 | -954.1862 | 1923.2797 |
Avg Daily Profit (%) | 0.3351 | 0.2182 | 0.1169 | 0.1246 | 0 | 0.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127962 | -99680 | -106569 | -2860240 | -2372963 | -1574320 |
Profit Factor | 1.6765 | 1.9161 | 1.4546 | 1.0748 | 0.8596 | 1.312 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 60.1227 | 60.4938 | 59.7561 | 60.1227 | 60.4938 | 59.7561 |
Ratio Avg Win / Avg Loss | 1.112 | 1.2513 | 0.9796 | 0.7129 | 0.5614 | 0.8836 |
Largest Winning Trade | 131717 | 131717 | 58475 | 1411125 | 691144 | 1411125 |
Largest Losing Trade | -74769 | -35519 | -74769 | -1063120 | -944638 | -1063120 |
Avg Bars in Trades | 137 | 124 | 150 | 137 | 124 | 150 |
Avg Bars in Winners | 120 | 110 | 130 | 120 | 110 | 130 |
Avg Bars in Losers | 163 | 145 | 181 | 163 | 145 | 181 |
Bars Traded | 22442 | 10061 | 12381 | 22442 | 10061 | 12381 |
Profit Streak | 39.1448 | 52.9782 | 39.1448 | 39.1448 | 52.9782 | 39.1448 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537519 | 34907 | -39511 | -162519 | -590112 | 152759 |
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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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