Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588924.4066 | 512471.3408 | 76453.0658 | 182964.8884 | 364628.2063 | -181663.3179 |
Total P&L (%) | 588.9244 | 512.4713 | 76.4531 | 182.9649 | 364.6282 | -181.6633 |
Avg Daily Profit (%) | 0.2434 | 0.2118 | 0.0316 | 0.043 | 0.0635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137520 | -122377 | -141944 | -948681 | -939591 | -564211 |
Profit Factor | 1.4299 | 1.6816 | 1.1237 | 1.0359 | 1.1255 | 0.9171 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 42.9719 | 42.7419 | 43.2 | 42.9719 | 42.7419 | 43.2 |
Ratio Avg Win / Avg Loss | 1.8976 | 2.2527 | 1.4775 | 1.3747 | 1.5077 | 1.2059 |
Largest Winning Trade | 241660 | 241660 | 35451 | 707169 | 707169 | 189922 |
Largest Losing Trade | -49480 | -49480 | -32075 | -571603 | -571603 | -133500 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 4755 | 2690 | 2065 | 4755 | 2690 | 2065 |
Profit Streak | 18.8333 | 0 | 28.8333 | 18.8333 | 0 | 28.8333 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352999 | 307968 | -237178 | -317119 | -192304 | -581160 |
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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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