Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500699.5232 | 435662.4131 | 65037.1101 | 295158.3769 | 468145.2517 | -172986.8748 |
Total P&L (%) | 500.6995 | 435.6624 | 65.0371 | 295.1584 | 468.1453 | -172.9869 |
Avg Daily Profit (%) | 0.3095 | 0.2693 | 0.0402 | 0.085 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237433 | -194740 | -88098 | -2399366 | -2028259 | -1123520 |
Profit Factor | 1.4717 | 1.7929 | 1.127 | 1.0351 | 1.1069 | 0.9571 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 39.3665 | 36.9369 | 41.8182 | 39.3665 | 36.9369 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.2667 | 3.061 | 1.568 | 1.5942 | 1.8898 | 1.3317 |
Largest Winning Trade | 211643 | 211643 | 60003 | 958887 | 673842 | 958887 |
Largest Losing Trade | -36415 | -25951 | -36415 | -612315 | -612315 | -566321 |
Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
Avg Bars in Winners | 133 | 136 | 131 | 133 | 136 | 131 |
Avg Bars in Losers | 55 | 56 | 53 | 55 | 56 | 53 |
Bars Traded | 19004 | 9527 | 9477 | 19004 | 9527 | 9477 |
Profit Streak | 497.0007 | 504.4173 | 0 | 497.0007 | 504.4173 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317626 | 246917 | -222703 | -262754 | -156205 | -582554 |
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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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