Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626112.6509 | 503861.5908 | 122251.0601 | 345433.8271 | 519364.5933 | -173930.7661 |
Total P&L (%) | 626.1127 | 503.8616 | 122.2511 | 345.4338 | 519.3646 | -173.9308 |
Avg Daily Profit (%) | 0.39 | 0.3139 | 0.0762 | 0.0931 | 0.1137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159899 | -118920 | -96107 | -1015687 | -747801 | -779642 |
Profit Factor | 1.5565 | 1.8195 | 1.2396 | 1.0814 | 1.2407 | 0.9166 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 127 | 55 | 72 | 127 | 55 | 72 |
Losing Trades | 152 | 84 | 68 | 152 | 84 | 68 |
Profitability (%) | 45.5197 | 39.5683 | 51.4286 | 45.5197 | 39.5683 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8629 | 2.7789 | 1.1707 | 1.2943 | 1.8949 | 0.8656 |
Largest Winning Trade | 263308 | 263308 | 44267 | 915782 | 915782 | 209708 |
Largest Losing Trade | -38835 | -31583 | -38835 | -256873 | -223460 | -256873 |
Avg Bars in Trades | 67 | 75 | 60 | 67 | 75 | 60 |
Avg Bars in Winners | 85 | 92 | 79 | 85 | 92 | 79 |
Avg Bars in Losers | 53 | 63 | 40 | 53 | 63 | 40 |
Bars Traded | 18957 | 10472 | 8485 | 18957 | 10472 | 8485 |
Profit Streak | 37.7823 | 37.7823 | 56.9489 | 37.7823 | 37.7823 | 56.9489 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492392 | 331533 | -90092 | -198375 | -43269 | -579315 |
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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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