Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634236.402 | 614810.2225 | 19426.1795 | 544128.0637 | 515165.6293 | 28962.4343 |
Total P&L (%) | 634.2364 | 614.8102 | 19.4262 | 544.1281 | 515.1656 | 28.9624 |
Avg Daily Profit (%) | 0.3484 | 0.3377 | 0.0107 | 0.1024 | 0.0998 | 0.014 |
Buy And Hold Return (%) | 275.8993 | 275.8993 | 275.8993 | 275.8993 | 275.8993 | 275.8993 |
Max Trade Drawdown | -113026 | -106928 | -144955 | -433760 | -459922 | -355905 |
Profit Factor | 1.533 | 1.9423 | 1.0361 | 1.1601 | 1.2457 | 1.0222 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 127 | 71 | 56 | 127 | 71 | 56 |
Profitability (%) | 47.7366 | 41.3223 | 54.0984 | 47.7366 | 41.3223 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.6784 | 2.7581 | 0.8792 | 1.2701 | 1.7689 | 0.8674 |
Largest Winning Trade | 309210 | 309210 | 45801 | 402380 | 402380 | 73945 |
Largest Losing Trade | -29521 | -29521 | -24746 | -197802 | -197802 | -66587 |
Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Winners | 17 | 29 | 7 | 17 | 29 | 7 |
Avg Bars in Losers | 12 | 17 | 6 | 12 | 17 | 6 |
Bars Traded | 3595 | 2734 | 861 | 3595 | 2734 | 861 |
Profit Streak | 31.2372 | 71.7372 | 31.2372 | 31.2372 | 71.7372 | 31.2372 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313078 | 202845 | -525674 | -105701 | -68080 | -536556 |
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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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