Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586055.8922 | 391473.8633 | 194582.0289 | 244837.1554 | 610904.4156 | -366067.2603 |
Total P&L (%) | 586.0559 | 391.4739 | 194.582 | 244.8372 | 610.9044 | -366.0673 |
Avg Daily Profit (%) | 0.307 | 0.2051 | 0.1019 | 0.0649 | 0.1028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151718 | -114745 | -113942 | -3790004 | -2468487 | -3207353 |
Profit Factor | 1.4525 | 1.6806 | 1.2703 | 1.014 | 1.081 | 0.9631 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 57.377 | 55.7377 | 59.0164 | 57.377 | 55.7377 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.079 | 1.3346 | 0.8822 | 0.7533 | 0.8584 | 0.6688 |
Largest Winning Trade | 70653 | 70653 | 40064 | 925083 | 683275 | 925083 |
Largest Losing Trade | -75172 | -31694 | -75172 | -2789683 | -1165191 | -2789683 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 36 | 32 | 41 | 36 | 32 | 41 |
Avg Bars in Losers | 58 | 50 | 67 | 58 | 50 | 67 |
Bars Traded | 11269 | 4946 | 6323 | 11269 | 4946 | 6323 |
Profit Streak | 12.2676 | 27.101 | 0 | 12.2676 | 27.101 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461555 | 405538 | -57703 | -310221 | -186914 | -579839 |
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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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