Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817295.9138 | 642056.929 | 175238.9848 | 830566.2563 | -391468.7116 | 1222034.9679 |
Total P&L (%) | 817.2959 | 642.0569 | 175.239 | 830.5663 | -391.4687 | 1222.035 |
Avg Daily Profit (%) | 0.5497 | 0.4319 | 0.1179 | 0.1501 | 0 | 0.1738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185201 | -130479 | -104175 | -2414375 | -1417991 | -1257022 |
Profit Factor | 1.7447 | 1.9662 | 1.4048 | 1.0804 | 0.9374 | 1.2995 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 155 | 85 | 70 | 155 | 85 | 70 |
Profitability (%) | 40.3846 | 34.6154 | 46.1538 | 40.3846 | 34.6154 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5755 | 3.7139 | 1.6389 | 1.5949 | 1.7706 | 1.5161 |
Largest Winning Trade | 480732 | 480732 | 66748 | 1126438 | 1126438 | 591077 |
Largest Losing Trade | -25941 | -25941 | -24165 | -476757 | -462205 | -476757 |
Avg Bars in Trades | 67 | 65 | 70 | 67 | 65 | 70 |
Avg Bars in Winners | 101 | 92 | 107 | 101 | 92 | 107 |
Avg Bars in Losers | 45 | 51 | 37 | 45 | 51 | 37 |
Bars Traded | 17640 | 8522 | 9118 | 17640 | 8522 | 9118 |
Profit Streak | 16.7658 | 0 | 20.3491 | 16.7658 | 0 | 20.3491 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450994 | 272238 | -34965 | -125187 | -584192 | 282780 |
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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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