Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625420.8486 | 530921.7744 | 94499.0742 | 229248.4559 | 1021264.8571 | -792016.4012 |
Total P&L (%) | 625.4208 | 530.9218 | 94.4991 | 229.2485 | 1021.2649 | -792.0164 |
Avg Daily Profit (%) | 0.258 | 0.219 | 0.039 | 0.0492 | 0.0997 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240585 | -132526 | -218048 | -855401 | -324123 | -1238701 |
Profit Factor | 1.5707 | 1.8071 | 1.2157 | 1.0677 | 1.6481 | 0.5621 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 110 | 45 | 65 | 110 | 45 | 65 |
Losing Trades | 122 | 71 | 51 | 122 | 71 | 51 |
Profitability (%) | 47.4138 | 38.7931 | 56.0345 | 47.4138 | 38.7931 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.7421 | 2.8513 | 0.9539 | 1.1842 | 2.6004 | 0.441 |
Largest Winning Trade | 180596 | 180596 | 51018 | 441289 | 441289 | 122806 |
Largest Losing Trade | -52975 | -51927 | -52975 | -412117 | -108293 | -412117 |
Avg Bars in Trades | 40 | 51 | 30 | 40 | 51 | 30 |
Avg Bars in Winners | 48 | 68 | 34 | 48 | 68 | 34 |
Avg Bars in Losers | 33 | 40 | 24 | 33 | 40 | 24 |
Bars Traded | 9434 | 5943 | 3491 | 9434 | 5943 | 3491 |
Profit Streak | 17.6488 | 17.6488 | 30.6488 | 17.6488 | 17.6488 | 30.6488 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455675 | 273265 | -141858 | -271996 | -60316 | -579701 |
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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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