Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347710.9502 | 313111.2152 | 34599.735 | 46668.7752 | 578594.1683 | -531925.3931 |
Total P&L (%) | 347.711 | 313.1112 | 34.5997 | 46.6688 | 578.5942 | -531.9254 |
Avg Daily Profit (%) | 0.1829 | 0.1647 | 0.0182 | 0.0202 | 0.1008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221728 | -155270 | -102943 | -1078768 | -353093 | -892741 |
Profit Factor | 1.3211 | 1.6056 | 1.0611 | 1.0134 | 1.419 | 0.7464 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 49.7836 | 46.9565 | 52.5862 | 49.7836 | 46.9565 | 52.5862 |
Ratio Avg Win / Avg Loss | 1.3326 | 1.8138 | 0.9568 | 1.0222 | 1.603 | 0.673 |
Largest Winning Trade | 125160 | 125160 | 50114 | 313782 | 313782 | 282452 |
Largest Losing Trade | -52265 | -25354 | -52265 | -569972 | -131805 | -569972 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 40 | 32 | 46 | 40 | 32 | 46 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 7553 | 3189 | 4364 | 7553 | 3189 | 4364 |
Profit Streak | 5.7858 | 0 | 8.0358 | 5.7858 | 0 | 8.0358 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342484 | 331357 | -325422 | -371512 | -57249 | -580014 |
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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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