Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556784.59 | 443730.0891 | 113054.5009 | 1254944.0219 | 1509779.4167 | -254835.3947 |
Total P&L (%) | 556.7846 | 443.7301 | 113.0545 | 1254.944 | 1509.7794 | -254.8354 |
Avg Daily Profit (%) | 0.2217 | 0.1766 | 0.045 | 0.1038 | 0.1107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224080 | -97831 | -167588 | -7245955 | -4050712 | -5882470 |
Profit Factor | 1.5855 | 2.0226 | 1.2187 | 1.0539 | 1.1361 | 0.9791 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Losing Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Profitability (%) | 43.8503 | 48.3871 | 39.3617 | 43.8503 | 48.3871 | 39.3617 |
Ratio Avg Win / Avg Loss | 2.0302 | 2.1574 | 1.8774 | 1.3496 | 1.2118 | 1.5083 |
Largest Winning Trade | 122299 | 122299 | 67969 | 1894270 | 1894270 | 1435060 |
Largest Losing Trade | -44093 | -20129 | -44093 | -1076091 | -1076091 | -938259 |
Avg Bars in Trades | 39 | 31 | 48 | 39 | 31 | 48 |
Avg Bars in Winners | 65 | 46 | 88 | 65 | 46 | 88 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 7418 | 2896 | 4522 | 7418 | 2896 | 4522 |
Profit Streak | 50.1882 | 55.8549 | 50.1882 | 50.1882 | 55.8549 | 50.1882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386658 | 392177 | -135976 | -215582 | -116032 | -581875 |
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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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