Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432707.656 | 387377.7923 | 45329.8637 | 470254.902 | 180203.2316 | 290051.6705 |
Total P&L (%) | 432.7077 | 387.3778 | 45.3299 | 470.2549 | 180.2032 | 290.0517 |
Avg Daily Profit (%) | 0.4154 | 0.3719 | 0.0435 | 0.1673 | 0.099 | 0.1308 |
Buy And Hold Return (%) | 67.5889 | 67.5889 | 67.5889 | 67.5889 | 67.5889 | 67.5889 |
Max Trade Drawdown | -110888 | -118767 | -38359 | -1394327 | -1460851 | -315385 |
Profit Factor | 1.6984 | 1.8626 | 1.2659 | 1.0834 | 1.0423 | 1.211 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 52.5097 | 51.938 | 53.0769 | 52.5097 | 51.938 | 53.0769 |
Ratio Avg Win / Avg Loss | 1.5361 | 1.7236 | 1.1192 | 0.9798 | 0.9645 | 1.0706 |
Largest Winning Trade | 267046 | 267046 | 12022 | 359365 | 359365 | 129445 |
Largest Losing Trade | -36541 | -36541 | -9547 | -609972 | -609972 | -112141 |
Avg Bars in Trades | 95 | 178 | 13 | 95 | 178 | 13 |
Avg Bars in Winners | 79 | 148 | 13 | 79 | 148 | 13 |
Avg Bars in Losers | 113 | 211 | 13 | 113 | 211 | 13 |
Bars Traded | 24747 | 23031 | 1716 | 24747 | 23031 | 1716 |
Profit Streak | 17.5308 | 17.5308 | 62.6558 | 17.5308 | 17.5308 | 62.6558 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555802 | 445902 | -298829 | -119988 | -239362 | -19038 |
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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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