Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387258.6878 | 369456.5051 | 17802.1827 | 15762.5686 | 466279.0373 | -450516.4687 |
Total P&L (%) | 387.2587 | 369.4565 | 17.8022 | 15.7626 | 466.279 | -450.5165 |
Avg Daily Profit (%) | 0.1859 | 0.1773 | 0.0085 | 0.007 | 0.0833 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207879 | -165463 | -94589 | -1039753 | -421178 | -714000 |
Profit Factor | 1.4072 | 1.8038 | 1.0362 | 1.0058 | 1.4572 | 0.7347 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 44.3396 | 39.6226 | 49.0566 | 44.3396 | 39.6226 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.7665 | 2.7486 | 1.0761 | 1.2626 | 2.2205 | 0.7629 |
Largest Winning Trade | 249705 | 249705 | 46339 | 310789 | 310789 | 169203 |
Largest Losing Trade | -57028 | -20323 | -57028 | -622709 | -77590 | -622709 |
Avg Bars in Trades | 115 | 111 | 118 | 115 | 111 | 118 |
Avg Bars in Winners | 161 | 161 | 162 | 161 | 161 | 162 |
Avg Bars in Losers | 78 | 79 | 76 | 78 | 79 | 76 |
Bars Traded | 24427 | 11871 | 12556 | 24427 | 11871 | 12556 |
Profit Streak | 20.8083 | 0 | 29.475 | 20.8083 | 0 | 29.475 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317214 | 235489 | -370543 | -407838 | -83940 | -580876 |
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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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