Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341984.2613 | 316238.6657 | 25745.5957 | 62495.6984 | 404408.7928 | -341913.0944 |
Total P&L (%) | 341.9843 | 316.2387 | 25.7456 | 62.4957 | 404.4088 | -341.9131 |
Avg Daily Profit (%) | 0.277 | 0.2562 | 0.0209 | 0.0393 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202959 | -143103 | -109231 | -1256588 | -708445 | -812043 |
Profit Factor | 1.3552 | 1.6088 | 1.0581 | 1.0133 | 1.1647 | 0.8487 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 114 | 44 | 70 | 114 | 44 | 70 |
Losing Trades | 121 | 73 | 48 | 121 | 73 | 48 |
Profitability (%) | 48.5106 | 37.6068 | 59.322 | 48.5106 | 37.6068 | 59.322 |
Ratio Avg Win / Avg Loss | 1.4384 | 2.6692 | 0.7255 | 1.0755 | 1.9323 | 0.5819 |
Largest Winning Trade | 223974 | 223974 | 32446 | 555505 | 555505 | 159722 |
Largest Losing Trade | -32937 | -32937 | -26897 | -220804 | -134695 | -220804 |
Avg Bars in Trades | 20 | 26 | 14 | 20 | 26 | 14 |
Avg Bars in Winners | 20 | 31 | 13 | 20 | 31 | 13 |
Avg Bars in Losers | 20 | 23 | 15 | 20 | 23 | 15 |
Bars Traded | 4853 | 3131 | 1722 | 4853 | 3131 | 1722 |
Profit Streak | 4.07 | 0 | 7.57 | 4.07 | 0 | 7.57 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341059 | 229014 | -324899 | -346033 | -60948 | -578854 |
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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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