Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512446.1569 | 507468.2459 | 4977.9109 | -81171.8885 | -414138.6916 | 332966.8031 |
Total P&L (%) | 512.4462 | 507.4682 | 4.9779 | -81.1719 | -414.1387 | 332.9668 |
Avg Daily Profit (%) | 0.3458 | 0.3425 | 0.0034 | -0.1126 | 0 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267277 | -253438 | -133178 | -1544727 | -1457580 | -529962 |
Profit Factor | 1.4423 | 1.6118 | 1.0151 | 0.9744 | 0.8078 | 1.3281 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 93 | 33 | 60 | 93 | 33 | 60 |
Losing Trades | 154 | 90 | 64 | 154 | 90 | 64 |
Profitability (%) | 37.6518 | 26.8293 | 48.3871 | 37.6518 | 26.8293 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.3883 | 4.3959 | 1.0828 | 1.6135 | 2.2032 | 1.4166 |
Largest Winning Trade | 492891 | 492891 | 41304 | 655516 | 655516 | 330630 |
Largest Losing Trade | -36882 | -32089 | -36882 | -397371 | -334934 | -397371 |
Avg Bars in Trades | 71 | 122 | 19 | 71 | 122 | 19 |
Avg Bars in Winners | 97 | 234 | 22 | 97 | 234 | 22 |
Avg Bars in Losers | 54 | 82 | 16 | 54 | 82 | 16 |
Bars Traded | 17549 | 15112 | 2437 | 17549 | 15112 | 2437 |
Profit Streak | 6.5898 | 0 | 16.2565 | 6.5898 | 0 | 16.2565 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307015 | -9673 | -557500 | -580820 | -599980 | -60120 |
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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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