Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419417.4718 | 294553.3525 | 124864.1193 | 67659.183 | -562478.78 | 630137.963 |
Total P&L (%) | 419.4175 | 294.5534 | 124.8641 | 67.6592 | -562.4788 | 630.138 |
Avg Daily Profit (%) | 0.2324 | 0.1632 | 0.0692 | 0.0286 | 0 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229699 | -140428 | -108398 | -2577746 | -1828623 | -1302618 |
Profit Factor | 1.4632 | 1.6241 | 1.2881 | 1.0054 | 0.9093 | 1.1008 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 44.4898 | 41.4634 | 47.541 | 44.4898 | 41.4634 | 47.541 |
Ratio Avg Win / Avg Loss | 1.8257 | 2.2929 | 1.4213 | 1.2545 | 1.2837 | 1.2147 |
Largest Winning Trade | 315130 | 315130 | 69643 | 862599 | 862599 | 843727 |
Largest Losing Trade | -31366 | -24703 | -31366 | -732914 | -405940 | -732914 |
Avg Bars in Trades | 43 | 29 | 56 | 43 | 29 | 56 |
Avg Bars in Winners | 68 | 42 | 91 | 68 | 42 | 91 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 10568 | 3660 | 6908 | 10568 | 3660 | 6908 |
Profit Streak | 0 | 0 | 15.874 | 0 | 0 | 15.874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332254 | 256023 | -101166 | -370195 | -582380 | -155701 |
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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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