Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708742.3672 | 483404.5436 | 225337.8236 | 1559471.9773 | 1713028.6432 | -153556.6659 |
Total P&L (%) | 708.7424 | 483.4045 | 225.3378 | 1559.472 | 1713.0286 | -153.5567 |
Avg Daily Profit (%) | 0.369 | 0.2517 | 0.1173 | 0.1464 | 0.151 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213220 | -94713 | -163038 | -1371845 | -891388 | -1217557 |
Profit Factor | 1.5473 | 1.8473 | 1.311 | 1.1767 | 1.4611 | 0.9699 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 55.0607 | 53.6585 | 56.4516 | 55.0607 | 53.6585 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.2628 | 1.5954 | 1.0114 | 0.9604 | 1.2619 | 0.7482 |
Largest Winning Trade | 94660 | 94660 | 39458 | 640587 | 640587 | 333072 |
Largest Losing Trade | -67684 | -33182 | -67684 | -850903 | -370081 | -850903 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 7570 | 3806 | 3764 | 7570 | 3806 | 3764 |
Profit Streak | 18.6571 | 26.1571 | 18.6571 | 18.6571 | 26.1571 | 18.6571 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507280 | 444845 | -35058 | -22008 | 341128 | -579605 |
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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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