Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511119.285 | 454718.3025 | 56400.9825 | 202128.3211 | 1172482.0147 | -970353.6936 |
Total P&L (%) | 511.1193 | 454.7183 | 56.401 | 202.1283 | 1172.482 | -970.3537 |
Avg Daily Profit (%) | 0.2042 | 0.1817 | 0.0225 | 0.0442 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112944 | -59047 | -103652 | -2159383 | -661140 | -1946884 |
Profit Factor | 1.477 | 2.114 | 1.085 | 1.0216 | 1.3673 | 0.8423 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 54.3071 | 50 | 58.6466 | 54.3071 | 50 | 58.6466 |
Ratio Avg Win / Avg Loss | 1.2427 | 2.114 | 0.7651 | 0.8596 | 1.3673 | 0.5939 |
Largest Winning Trade | 196800 | 196800 | 53270 | 548671 | 548671 | 523785 |
Largest Losing Trade | -60992 | -31683 | -60992 | -1063102 | -356523 | -1063102 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4860 | 2454 | 2406 | 4860 | 2454 | 2406 |
Profit Streak | 0 | 0 | 35.5671 | 0 | 0 | 35.5671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412986 | 416289 | -290607 | -330057 | -56252 | -579038 |
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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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