Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467891.7991 | 431637.0928 | 36254.7063 | 46000.3459 | 591196.4589 | -545196.113 |
Total P&L (%) | 467.8918 | 431.6371 | 36.2547 | 46.0003 | 591.1965 | -545.1961 |
Avg Daily Profit (%) | 0.1865 | 0.1721 | 0.0145 | 0.0151 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226700 | -167168 | -110605 | -1357305 | -556264 | -913928 |
Profit Factor | 1.3841 | 1.7288 | 1.0579 | 1.0146 | 1.4683 | 0.7098 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 152 | 81 | 71 | 152 | 81 | 71 |
Profitability (%) | 42.2053 | 38.1679 | 46.2121 | 42.2053 | 38.1679 | 46.2121 |
Ratio Avg Win / Avg Loss | 1.8953 | 2.8006 | 1.2314 | 1.3894 | 2.3786 | 0.8261 |
Largest Winning Trade | 223746 | 223746 | 47671 | 449086 | 449086 | 199825 |
Largest Losing Trade | -59493 | -25604 | -59493 | -659141 | -175225 | -659141 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 9972 | 4816 | 5156 | 9972 | 4816 | 5156 |
Profit Streak | 115.2178 | 115.2178 | 150.9678 | 115.2178 | 115.2178 | 150.9678 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328600 | 260622 | -333136 | -378885 | -90799 | -581012 |
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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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