Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484667.6125 | 437223.1952 | 47444.4172 | 183406.9777 | -684073.1409 | 867480.1186 |
Total P&L (%) | 484.6676 | 437.2232 | 47.4444 | 183.407 | -684.0731 | 867.4801 |
Avg Daily Profit (%) | 0.2543 | 0.2294 | 0.0249 | 0.0547 | 0 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192535 | -120460 | -171193 | -2313556 | -2404889 | -1787962 |
Profit Factor | 1.5673 | 2.0944 | 1.1043 | 1.0191 | 0.8721 | 1.2034 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 51.2397 | 50 | 52.459 | 51.2397 | 50 | 52.459 |
Ratio Avg Win / Avg Loss | 1.4914 | 2.0944 | 1.0008 | 0.9698 | 0.8721 | 1.0906 |
Largest Winning Trade | 237259 | 237259 | 59479 | 730414 | 484703 | 730414 |
Largest Losing Trade | -42296 | -38936 | -42296 | -795409 | -760885 | -795409 |
Avg Bars in Trades | 183 | 159 | 205 | 183 | 159 | 205 |
Avg Bars in Winners | 188 | 150 | 223 | 188 | 150 | 223 |
Avg Bars in Losers | 177 | 169 | 186 | 177 | 169 | 186 |
Bars Traded | 22151 | 9594 | 12557 | 22151 | 9594 | 12557 |
Profit Streak | 50.1359 | 50.1359 | 67.8859 | 50.1359 | 50.1359 | 67.8859 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421208 | -156760 | -427368 | -319219 | -749393 | -194429 |
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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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