Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433626.5309 | 292184.8555 | 141441.6754 | 178499.6788 | -85560.8926 | 264060.5713 |
Total P&L (%) | 433.6265 | 292.1849 | 141.4417 | 178.4997 | -85.5609 | 264.0606 |
Avg Daily Profit (%) | 0.2272 | 0.1531 | 0.0741 | 0.0537 | -0.1013 | 0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172196 | -138541 | -79982 | -1480009 | -1041027 | -652654 |
Profit Factor | 1.3477 | 1.4378 | 1.244 | 1.0266 | 0.9785 | 1.0967 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 65.1822 | 66.129 | 64.2276 | 65.1822 | 66.129 | 64.2276 |
Ratio Avg Win / Avg Loss | 0.7199 | 0.7364 | 0.6928 | 0.5484 | 0.5012 | 0.6108 |
Largest Winning Trade | 32012 | 32012 | 29899 | 194825 | 194825 | 135322 |
Largest Losing Trade | -61488 | -46394 | -61488 | -630463 | -499753 | -630463 |
Avg Bars in Trades | 30 | 36 | 23 | 30 | 36 | 23 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 55 | 75 | 35 | 55 | 75 | 35 |
Bars Traded | 7491 | 4558 | 2933 | 7491 | 4558 | 2933 |
Profit Streak | 3.3805 | 56.3805 | 3.3805 | 3.3805 | 56.3805 | 3.3805 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356923 | 359595 | -94824 | -310841 | -577268 | -217273 |
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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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