Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535065.2187 | 417768.1812 | 117297.0374 | 558354.692 | 699185.3901 | -140830.6981 |
Total P&L (%) | 535.0652 | 417.7682 | 117.297 | 558.3547 | 699.1854 | -140.8307 |
Avg Daily Profit (%) | 0.2139 | 0.167 | 0.0469 | 0.0754 | 0.0831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146019 | -99851 | -145666 | -534630 | -367473 | -596392 |
Profit Factor | 1.4986 | 1.8326 | 1.2053 | 1.1495 | 1.409 | 0.9305 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Profitability (%) | 40.3292 | 36.3636 | 44.2623 | 40.3292 | 36.3636 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.2172 | 3.2071 | 1.5177 | 1.7008 | 2.4657 | 1.1717 |
Largest Winning Trade | 214921 | 214921 | 46689 | 555968 | 555968 | 185139 |
Largest Losing Trade | -34209 | -25607 | -34209 | -156998 | -117388 | -156998 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7402 | 3515 | 3887 | 7402 | 3515 | 3887 |
Profit Streak | 23.3972 | 0 | 99.7305 | 23.3972 | 0 | 99.7305 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310373 | 200099 | -130769 | -148834 | -84950 | -580216 |
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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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