Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087614.8451 | 1149974.599 | -62359.7539 | -85041.0769 | 134932.5152 | -219973.5921 |
Total P&L (%) | 1087.6148 | 1149.9746 | -62.3598 | -85.0411 | 134.9325 | -219.9736 |
Avg Daily Profit (%) | 0.4513 | 0.4772 | -0.0259 | -0.0788 | 0.0354 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278376 | -223784 | -122617 | -938495 | -688615 | -302114 |
Profit Factor | 1.9011 | 2.4243 | 0.8439 | 0.9526 | 1.1079 | 0.5958 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 47.1795 | 40.2062 | 54.0816 | 47.1795 | 40.2062 | 54.0816 |
Ratio Avg Win / Avg Loss | 2.1284 | 3.6053 | 0.7165 | 1.0665 | 1.6476 | 0.5059 |
Largest Winning Trade | 1044808 | 1044808 | 17861 | 616770 | 616770 | 39818 |
Largest Losing Trade | -55435 | -55435 | -54086 | -395930 | -395930 | -197738 |
Avg Bars in Trades | 24 | 40 | 7 | 24 | 40 | 7 |
Avg Bars in Winners | 21 | 41 | 6 | 21 | 41 | 6 |
Avg Bars in Losers | 26 | 39 | 9 | 26 | 39 | 9 |
Bars Traded | 4685 | 3915 | 770 | 4685 | 3915 | 770 |
Profit Streak | 47.0546 | 0 | 72.5546 | 47.0546 | 0 | 72.5546 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524016 | 393176 | -579705 | -578350 | -250400 | -579705 |
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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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