Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522620.4908 | 484245.2282 | 38375.2627 | 85733.3256 | 628888.7898 | -543155.4642 |
Total P&L (%) | 522.6205 | 484.2452 | 38.3753 | 85.7333 | 628.8888 | -543.1555 |
Avg Daily Profit (%) | 0.2509 | 0.2324 | 0.0184 | 0.0297 | 0.0954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242203 | -188278 | -153119 | -1418706 | -816706 | -711418 |
Profit Factor | 1.4972 | 1.8584 | 1.0788 | 1.0328 | 1.4433 | 0.5452 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 42.9245 | 43.3962 | 42.4528 | 42.9245 | 43.3962 | 42.4528 |
Ratio Avg Win / Avg Loss | 1.9908 | 2.4241 | 1.4624 | 1.3733 | 1.8826 | 0.739 |
Largest Winning Trade | 298410 | 298410 | 61449 | 1084433 | 1084433 | 108869 |
Largest Losing Trade | -47371 | -47371 | -45802 | -657907 | -657907 | -233831 |
Avg Bars in Trades | 116 | 112 | 119 | 116 | 112 | 119 |
Avg Bars in Winners | 157 | 149 | 165 | 157 | 149 | 165 |
Avg Bars in Losers | 85 | 84 | 85 | 85 | 84 | 85 |
Bars Traded | 24625 | 11948 | 12677 | 24625 | 11948 | 12677 |
Profit Streak | 11.4011 | 11.4011 | 50.4844 | 11.4011 | 11.4011 | 50.4844 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371564 | 331886 | -306688 | -338159 | -65338 | -582995 |
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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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