Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760034.5626 | 553107.9202 | 206926.6424 | 4625485.8824 | -262591.6323 | 4888077.5147 |
Total P&L (%) | 760.0346 | 553.1079 | 206.9266 | 4625.4859 | -262.5916 | 4888.0775 |
Avg Daily Profit (%) | 0.3845 | 0.2798 | 0.1047 | 0.1952 | 0 | 0.198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85533 | -102852 | -109188 | -2202561 | -3345396 | -923622 |
Profit Factor | 1.8479 | 2.191 | 1.479 | 1.3763 | 0.9655 | 2.044 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 53.4783 | 52.1739 | 54.7826 | 53.4783 | 52.1739 | 54.7826 |
Ratio Avg Win / Avg Loss | 1.6075 | 2.0084 | 1.2208 | 1.1973 | 0.885 | 1.6871 |
Largest Winning Trade | 147112 | 147112 | 61023 | 1436700 | 1293630 | 1436700 |
Largest Losing Trade | -39966 | -27710 | -39966 | -887358 | -887358 | -693911 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 40 | 33 | 46 | 40 | 33 | 46 |
Avg Bars in Losers | 25 | 18 | 32 | 25 | 18 | 32 |
Bars Traded | 7679 | 3036 | 4643 | 7679 | 3036 | 4643 |
Profit Streak | 0 | 0 | 555.1386 | 0 | 0 | 555.1386 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531929 | 475195 | -50348 | 367271 | -580466 | 490014 |
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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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