Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545000.6994 | 420378.0946 | 124622.6048 | 335099.3004 | 1184554.2654 | -849454.965 |
Total P&L (%) | 545.0007 | 420.3781 | 124.6226 | 335.0993 | 1184.5543 | -849.455 |
Avg Daily Profit (%) | 0.2617 | 0.2019 | 0.0598 | 0.0706 | 0.1227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167051 | -103609 | -105275 | -3035777 | -1408968 | -1966896 |
Profit Factor | 1.4484 | 1.797 | 1.1812 | 1.0231 | 1.1816 | 0.8935 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 45.815 | 43.3628 | 48.2456 | 45.815 | 43.3628 | 48.2456 |
Ratio Avg Win / Avg Loss | 1.7131 | 2.3471 | 1.2671 | 1.21 | 1.5433 | 0.9585 |
Largest Winning Trade | 81459 | 81459 | 58105 | 1068666 | 1068666 | 705233 |
Largest Losing Trade | -62724 | -29636 | -62724 | -1235688 | -559781 | -1235688 |
Avg Bars in Trades | 108 | 119 | 98 | 108 | 119 | 98 |
Avg Bars in Winners | 143 | 151 | 135 | 143 | 151 | 135 |
Avg Bars in Losers | 80 | 94 | 64 | 80 | 94 | 64 |
Bars Traded | 24742 | 13468 | 11274 | 24742 | 13468 | 11274 |
Profit Streak | 11.7446 | 0 | 15.6613 | 11.7446 | 0 | 15.6613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390795 | 295583 | -134603 | -293553 | -51357 | -581130 |
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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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