Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516831.1046 | 317028.8654 | 199802.2392 | 1899669.766 | 2005492.7194 | -105822.9533 |
Total P&L (%) | 516.8311 | 317.0289 | 199.8022 | 1899.6698 | 2005.4927 | -105.823 |
Avg Daily Profit (%) | 0.308 | 0.1889 | 0.1191 | 0.1787 | 0.1818 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108902 | -92797 | -76597 | -4374385 | -1587459 | -3313703 |
Profit Factor | 1.6454 | 1.8312 | 1.4764 | 1.2399 | 1.6248 | 0.9775 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Profitability (%) | 41.5966 | 42.8571 | 40.3361 | 41.5966 | 42.8571 | 40.3361 |
Ratio Avg Win / Avg Loss | 2.3102 | 2.4416 | 2.1838 | 1.7408 | 2.1664 | 1.4459 |
Largest Winning Trade | 78284 | 78284 | 50758 | 1305301 | 1305301 | 992896 |
Largest Losing Trade | -23470 | -17538 | -23470 | -847819 | -847819 | -637166 |
Avg Bars in Trades | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Winners | 134 | 123 | 147 | 134 | 123 | 147 |
Avg Bars in Losers | 48 | 46 | 49 | 48 | 46 | 49 |
Bars Traded | 20040 | 9432 | 10608 | 20040 | 9432 | 10608 |
Profit Streak | 8.0651 | 10.0651 | 0 | 8.0651 | 10.0651 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386217 | 311297 | -35775 | 264047 | 309746 | -583107 |
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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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