Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564813.9772 | 346257.0925 | 218556.8847 | 673538.3837 | -538088.445 | 1211626.8287 |
Total P&L (%) | 564.814 | 346.2571 | 218.5569 | 673.5384 | -538.0884 | 1211.6268 |
Avg Daily Profit (%) | 0.3105 | 0.1903 | 0.1201 | 0.1125 | 0 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128299 | -123098 | -57139 | -2441807 | -2209279 | -890670 |
Profit Factor | 1.6675 | 1.6542 | 1.6898 | 1.0787 | 0.901 | 1.3878 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 46.4115 | 40.3846 | 52.381 | 46.4115 | 40.3846 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9254 | 2.4419 | 1.5362 | 1.2455 | 1.3301 | 1.2617 |
Largest Winning Trade | 246698 | 246698 | 55532 | 953182 | 953182 | 555956 |
Largest Losing Trade | -33753 | -33753 | -31037 | -725673 | -725673 | -227761 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 41 | 52 | 34 | 41 | 52 | 34 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 7207 | 4289 | 2918 | 7207 | 4289 | 2918 |
Profit Streak | 0 | 43.9986 | 0 | 0 | 43.9986 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426204 | 275119 | -29111 | -176645 | -582140 | -2685 |
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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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