Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518419.7924 | 420063.5991 | 98356.1933 | 570221.6128 | 682552.9652 | -112331.3525 |
Total P&L (%) | 518.4198 | 420.0636 | 98.3562 | 570.2216 | 682.553 | -112.3314 |
Avg Daily Profit (%) | 0.2365 | 0.1916 | 0.0449 | 0.0868 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224967 | -138454 | -143489 | -1543757 | -552442 | -1087456 |
Profit Factor | 1.4912 | 1.7675 | 1.1936 | 1.1247 | 1.3129 | 0.953 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 45.7265 | 40.1709 | 51.2821 | 45.7265 | 40.1709 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7699 | 2.6324 | 1.1339 | 1.3349 | 1.9554 | 0.9054 |
Largest Winning Trade | 155700 | 155700 | 46896 | 526011 | 311108 | 526011 |
Largest Losing Trade | -30304 | -29830 | -30304 | -405141 | -405141 | -326119 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 13001 | 6945 | 6056 | 13001 | 6945 | 6056 |
Profit Streak | 29.8228 | 29.8228 | 79.4894 | 29.8228 | 29.8228 | 79.4894 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406048 | 265513 | -139290 | -159433 | -69446 | -579486 |
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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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