Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621799.0239 | 374234.6634 | 247564.3605 | 1467116.7895 | 10638.0426 | 1456478.747 |
Total P&L (%) | 621.799 | 374.2347 | 247.5644 | 1467.1168 | 10.638 | 1456.4787 |
Avg Daily Profit (%) | 0.3431 | 0.2065 | 0.1366 | 0.1519 | 0.0056 | 0.1516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66258 | -108643 | -46594 | -1030544 | -1143799 | -752257 |
Profit Factor | 1.7492 | 1.8019 | 1.6815 | 1.1689 | 1.0022 | 1.3723 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 80 | 29 | 51 | 80 | 29 | 51 |
Losing Trades | 157 | 89 | 68 | 157 | 89 | 68 |
Profitability (%) | 33.7553 | 24.5763 | 42.8571 | 33.7553 | 24.5763 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4328 | 5.5299 | 2.242 | 2.294 | 3.0758 | 1.8298 |
Largest Winning Trade | 285094 | 285094 | 54549 | 814760 | 814760 | 575920 |
Largest Losing Trade | -21965 | -14004 | -21965 | -226852 | -226852 | -201939 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 28 | 33 | 26 | 28 | 33 | 26 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3586 | 1707 | 1879 | 3586 | 1707 | 1879 |
Profit Streak | 12.1674 | 0 | 15.1674 | 12.1674 | 0 | 15.1674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302329 | -20550 | -9657 | -30169 | -579907 | 255872 |
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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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