Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831035.3005 | 619475.364 | 211559.9365 | -1705094.7646 | -488308.2077 | -1216786.5569 |
Total P&L (%) | 831.0353 | 619.4754 | 211.5599 | -1705.0948 | -488.3082 | -1216.7866 |
Avg Daily Profit (%) | 0.4206 | 0.3135 | 0.1071 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263011 | -73499 | -347149 | -2244559 | -1201982 | -1382190 |
Profit Factor | 1.6713 | 2.3428 | 1.2724 | 0.6774 | 0.7799 | 0.6033 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 144 | 71 | 73 | 111 | 58 | 53 |
Losing Trades | 107 | 55 | 52 | 140 | 68 | 72 |
Profitability (%) | 57.3705 | 56.3492 | 58.4 | 44.2231 | 46.0317 | 42.4 |
Ratio Avg Win / Avg Loss | 1.2419 | 1.8148 | 0.9064 | 0.8544 | 0.9144 | 0.8196 |
Largest Winning Trade | 113054 | 113054 | 57709 | 493213 | 339413 | 493213 |
Largest Losing Trade | -109910 | -23445 | -109910 | -538178 | -259116 | -538178 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 11598 | 5822 | 5776 | 11598 | 5822 | 5776 |
Profit Streak | 0 | 0 | 501.8537 | 486.3537 | 555.687 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512870 | 506623 | -50353 | -581126 | -581172 | -583955 |
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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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