Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740049.3206 | 652817.7124 | 87231.6081 | 102923.3974 | 193500.4016 | -90577.0042 |
Total P&L (%) | 740.0493 | 652.8177 | 87.2316 | 102.9234 | 193.5004 | -90.577 |
Avg Daily Profit (%) | 0.4613 | 0.4069 | 0.0544 | 0.0441 | 0.0671 | -0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219151 | -133658 | -179981 | -1821875 | -648240 | -1521712 |
Profit Factor | 1.8134 | 2.3215 | 1.2098 | 1.0306 | 1.1457 | 0.9555 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 41.7219 | 32 | 51.3158 | 41.7219 | 32 | 51.3158 |
Ratio Avg Win / Avg Loss | 2.533 | 4.9332 | 1.1477 | 1.4396 | 2.4345 | 0.9065 |
Largest Winning Trade | 427497 | 427497 | 53991 | 457447 | 404201 | 457447 |
Largest Losing Trade | -70103 | -44632 | -70103 | -657431 | -245581 | -657431 |
Avg Bars in Trades | 125 | 115 | 134 | 125 | 115 | 134 |
Avg Bars in Winners | 202 | 209 | 197 | 202 | 209 | 197 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 18879 | 8670 | 10209 | 18879 | 8670 | 10209 |
Profit Streak | 47.7264 | 47.7264 | 56.5597 | 47.7264 | 47.7264 | 56.5597 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457213 | -49171 | -169087 | -321844 | -225883 | -629084 |
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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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