Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344028.1946 | 174012.4548 | 170015.7398 | 90002.9104 | -218975.6651 | 308978.5754 |
Total P&L (%) | 344.0282 | 174.0125 | 170.0157 | 90.0029 | -218.9757 | 308.9786 |
Avg Daily Profit (%) | 0.1888 | 0.0955 | 0.0933 | 0.0352 | 0 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236794 | -130136 | -155728 | -3411944 | -1915169 | -2099503 |
Profit Factor | 1.3256 | 1.3073 | 1.3468 | 1.0096 | 0.9561 | 1.0699 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 47.5207 | 42.9752 | 52.0661 | 47.5207 | 42.9752 | 52.0661 |
Ratio Avg Win / Avg Loss | 1.464 | 1.7347 | 1.2399 | 1.1149 | 1.2687 | 0.985 |
Largest Winning Trade | 98528 | 98528 | 54503 | 620000 | 620000 | 600398 |
Largest Losing Trade | -51300 | -26257 | -51300 | -698799 | -639058 | -698799 |
Avg Bars in Trades | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Winners | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 3589 | 1960 | 1629 | 3589 | 1960 | 1629 |
Profit Streak | 0 | 0 | 83.6935 | 0 | 0 | 83.6935 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300450 | -66912 | -66341 | -355257 | -581798 | -233352 |
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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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