Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743869.2698 | 643322.5291 | 100546.7407 | 967730.021 | 1336925.3676 | -369195.3465 |
Total P&L (%) | 743.8693 | 643.3225 | 100.5467 | 967.73 | 1336.9254 | -369.1953 |
Avg Daily Profit (%) | 0.3762 | 0.3253 | 0.0508 | 0.1198 | 0.1349 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122734 | -133925 | -133248 | -1327011 | -1325048 | -1321791 |
Profit Factor | 1.7352 | 2.2707 | 1.1989 | 1.1556 | 1.4365 | 0.883 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Profitability (%) | 33.7553 | 32.7731 | 34.7458 | 33.7553 | 32.7731 | 34.7458 |
Ratio Avg Win / Avg Loss | 3.4054 | 4.6578 | 2.2516 | 2.2679 | 2.9467 | 1.6584 |
Largest Winning Trade | 244915 | 244915 | 70277 | 1134191 | 1134191 | 670036 |
Largest Losing Trade | -62949 | -62949 | -53378 | -1021955 | -1021955 | -631014 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 7 | 10 | 4 | 7 | 10 | 4 |
Bars Traded | 3818 | 2130 | 1689 | 3818 | 2130 | 1689 |
Profit Streak | 519.7346 | 520.7346 | 0 | 519.7346 | 520.7346 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310223 | 264811 | -131505 | -85074 | -16619 | -583895 |
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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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