Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748330.0406 | 644923.2629 | 103406.7777 | 271960.5719 | -241235.8227 | 513196.3946 |
Total P&L (%) | 748.33 | 644.9233 | 103.4068 | 271.9606 | -241.2358 | 513.1964 |
Avg Daily Profit (%) | 0.3911 | 0.337 | 0.054 | 0.0687 | 0 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114678 | -128809 | -31256 | -998899 | -1447378 | -307080 |
Profit Factor | 1.7218 | 1.7594 | 1.5518 | 1.0395 | 0.9573 | 1.4134 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 138 | 60 | 78 | 138 | 60 | 78 |
Losing Trades | 115 | 67 | 48 | 115 | 67 | 48 |
Profitability (%) | 54.5455 | 47.2441 | 61.9048 | 54.5455 | 47.2441 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.4349 | 1.9646 | 0.955 | 0.8662 | 1.069 | 0.8698 |
Largest Winning Trade | 464533 | 464533 | 20097 | 611996 | 611996 | 174606 |
Largest Losing Trade | -47523 | -47523 | -17943 | -366923 | -366923 | -128666 |
Avg Bars in Trades | 45 | 86 | 3 | 45 | 86 | 3 |
Avg Bars in Winners | 35 | 76 | 3 | 35 | 76 | 3 |
Avg Bars in Losers | 57 | 95 | 3 | 57 | 95 | 3 |
Bars Traded | 11448 | 10986 | 462 | 11448 | 10986 | 462 |
Profit Streak | 5.6142 | 14.1142 | 0 | 5.6142 | 14.1142 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519854 | 443938 | -119194 | -277419 | -579324 | -65251 |
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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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