Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572487.2165 | 535897.1527 | 36590.0639 | 115736.1863 | 734888.8078 | -619152.6215 |
Total P&L (%) | 572.4872 | 535.8972 | 36.5901 | 115.7362 | 734.8888 | -619.1526 |
Avg Daily Profit (%) | 0.2951 | 0.2763 | 0.0189 | 0.0396 | 0.1095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142693 | -137248 | -106043 | -1148990 | -655692 | -947960 |
Profit Factor | 1.5128 | 1.9722 | 1.0647 | 1.0264 | 1.3732 | 0.7439 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 120 | 69 | 51 | 120 | 69 | 51 |
Profitability (%) | 41.1765 | 32.3529 | 50 | 41.1765 | 32.3529 | 50 |
Ratio Avg Win / Avg Loss | 2.1612 | 4.1238 | 1.0647 | 1.4663 | 2.8713 | 0.7439 |
Largest Winning Trade | 293940 | 293940 | 52021 | 946836 | 946836 | 251539 |
Largest Losing Trade | -50782 | -32835 | -50782 | -644411 | -145536 | -644411 |
Avg Bars in Trades | 56 | 51 | 61 | 56 | 51 | 61 |
Avg Bars in Winners | 88 | 81 | 92 | 88 | 81 | 92 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 11499 | 5224 | 6275 | 11499 | 5224 | 6275 |
Profit Streak | 24.6335 | 0 | 33.4668 | 24.6335 | 0 | 33.4668 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342968 | 190485 | -319227 | -333264 | -51936 | -580519 |
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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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