Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649878.9697 | 567403.3921 | 82475.5776 | 93483.5117 | 192097.3579 | -98613.8462 |
Total P&L (%) | 649.879 | 567.4034 | 82.4756 | 93.4835 | 192.0974 | -98.6138 |
Avg Daily Profit (%) | 0.403 | 0.3519 | 0.0511 | 0.0409 | 0.0665 | -0.265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224646 | -166610 | -75742 | -756319 | -519302 | -271582 |
Profit Factor | 1.5777 | 1.8869 | 1.17 | 1.0351 | 1.1379 | 0.9224 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 131 | 59 | 72 | 131 | 59 | 72 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 53.9095 | 48.3607 | 59.5041 | 53.9095 | 48.3607 | 59.5041 |
Ratio Avg Win / Avg Loss | 1.3489 | 2.0149 | 0.7962 | 0.885 | 1.215 | 0.6277 |
Largest Winning Trade | 344259 | 344259 | 37532 | 435741 | 435741 | 144666 |
Largest Losing Trade | -50265 | -45895 | -50265 | -178560 | -116652 | -178560 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 22 | 27 | 15 | 22 | 27 | 15 |
Bars Traded | 6255 | 3491 | 2764 | 6255 | 3491 | 2764 |
Profit Streak | 2.5175 | 2.5175 | 34.0175 | 2.5175 | 2.5175 | 34.0175 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449678 | 386223 | -157114 | -320868 | -175208 | -578055 |
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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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