Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393622.1359 | 313905.9889 | 79716.147 | 238900.6813 | -265423.2917 | 504323.973 |
Total P&L (%) | 393.6221 | 313.906 | 79.7161 | 238.9007 | -265.4233 | 504.324 |
Avg Daily Profit (%) | 0.2108 | 0.1681 | 0.0427 | 0.0654 | 0 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210776 | -196544 | -52187 | -3647999 | -3178921 | -723951 |
Profit Factor | 1.3622 | 1.4039 | 1.2575 | 1.0245 | 0.9653 | 1.2377 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 175 | 78 | 97 | 175 | 78 | 97 |
Losing Trades | 162 | 90 | 72 | 162 | 90 | 72 |
Profitability (%) | 51.9288 | 46.4286 | 57.3965 | 51.9288 | 46.4286 | 57.3965 |
Ratio Avg Win / Avg Loss | 1.261 | 1.6198 | 0.9334 | 0.9483 | 1.1138 | 0.9187 |
Largest Winning Trade | 126501 | 126501 | 22209 | 1005920 | 1005920 | 322681 |
Largest Losing Trade | -49669 | -49669 | -15328 | -1898961 | -1898961 | -172713 |
Avg Bars in Trades | 16 | 28 | 4 | 16 | 28 | 4 |
Avg Bars in Winners | 15 | 29 | 3 | 15 | 29 | 3 |
Avg Bars in Losers | 17 | 27 | 4 | 17 | 27 | 4 |
Bars Traded | 5538 | 4822 | 716 | 5538 | 4822 | 716 |
Profit Streak | 28.8675 | 41.2008 | 28.8675 | 28.8675 | 41.2008 | 28.8675 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430843 | 353389 | -135166 | -297151 | -578472 | -63291 |
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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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