Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619427.5263 | 559963.349 | 59464.1773 | 176164.0877 | -253466.4366 | 429630.5243 |
Total P&L (%) | 619.4275 | 559.9633 | 59.4642 | 176.1641 | -253.4664 | 429.6305 |
Avg Daily Profit (%) | 0.32 | 0.2892 | 0.0307 | 0.0525 | 0 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222583 | -197495 | -65539 | -5004223 | -4759897 | -1133968 |
Profit Factor | 1.5682 | 1.7265 | 1.1861 | 1.0173 | 0.9679 | 1.1892 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 140 | 57 | 83 | 140 | 57 | 83 |
Losing Trades | 106 | 66 | 40 | 106 | 66 | 40 |
Profitability (%) | 56.9106 | 46.3415 | 67.4797 | 56.9106 | 46.3415 | 67.4797 |
Ratio Avg Win / Avg Loss | 1.1873 | 1.9991 | 0.5716 | 0.7703 | 1.1207 | 0.5731 |
Largest Winning Trade | 176406 | 176406 | 19437 | 2929554 | 2929554 | 495524 |
Largest Losing Trade | -56374 | -56374 | -40064 | -2372865 | -2372865 | -443540 |
Avg Bars in Trades | 46 | 78 | 13 | 46 | 78 | 13 |
Avg Bars in Winners | 37 | 74 | 11 | 37 | 74 | 11 |
Avg Bars in Losers | 57 | 82 | 17 | 57 | 82 | 17 |
Bars Traded | 11324 | 9661 | 1663 | 11324 | 9661 | 1663 |
Profit Streak | 96.1915 | 96.1915 | 112.3582 | 96.1915 | 96.1915 | 112.3582 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521632 | 424102 | -166260 | -322240 | -579403 | -88229 |
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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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