Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750944.8002 | 662159.4475 | 88785.3527 | 284243.3464 | -122134.7029 | 406378.0494 |
Total P&L (%) | 750.9448 | 662.1594 | 88.7854 | 284.2433 | -122.1347 | 406.378 |
Avg Daily Profit (%) | 0.3865 | 0.3408 | 0.0457 | 0.0693 | 0 | 0.0835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142066 | -110107 | -78985 | -1491795 | -921758 | -724442 |
Profit Factor | 1.7731 | 2.2732 | 1.1968 | 1.0562 | 0.954 | 1.1693 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 84 | 35 | 49 | 84 | 35 | 49 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 33.2016 | 27.7778 | 38.5827 | 33.2016 | 27.7778 | 38.5827 |
Ratio Avg Win / Avg Loss | 3.5674 | 5.9104 | 1.905 | 2.1251 | 2.4803 | 1.8613 |
Largest Winning Trade | 531630 | 531630 | 58578 | 636085 | 636085 | 491230 |
Largest Losing Trade | -30973 | -18961 | -30973 | -288257 | -198655 | -288257 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5593 | 2425 | 3168 | 5593 | 2425 | 3168 |
Profit Streak | 22.8932 | 0 | 36.8932 | 22.8932 | 0 | 36.8932 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309949 | -3945 | -138251 | -262339 | -595514 | -118035 |
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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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