Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599542.9212 | 471849.7058 | 127693.2154 | 501803.7475 | 926561.0704 | -424757.3229 |
Total P&L (%) | 599.5429 | 471.8497 | 127.6932 | 501.8037 | 926.5611 | -424.7573 |
Avg Daily Profit (%) | 0.3731 | 0.2936 | 0.0795 | 0.1117 | 0.145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89707 | -106569 | -105974 | -1199072 | -890687 | -1313212 |
Profit Factor | 1.4662 | 1.6677 | 1.2204 | 1.066 | 1.2414 | 0.8873 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 173 | 76 | 97 | 173 | 76 | 97 |
Losing Trades | 122 | 71 | 51 | 122 | 71 | 51 |
Profitability (%) | 58.6441 | 51.7007 | 65.5405 | 58.6441 | 51.7007 | 65.5405 |
Ratio Avg Win / Avg Loss | 1.034 | 1.558 | 0.6417 | 0.7517 | 1.1597 | 0.4665 |
Largest Winning Trade | 233659 | 233659 | 29213 | 657877 | 657877 | 176888 |
Largest Losing Trade | -51008 | -42005 | -51008 | -801879 | -304283 | -801879 |
Avg Bars in Trades | 15 | 18 | 13 | 15 | 18 | 13 |
Avg Bars in Winners | 15 | 19 | 13 | 15 | 19 | 13 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4686 | 2687 | 1999 | 4686 | 2687 | 1999 |
Profit Streak | 14.1084 | 0 | 28.4417 | 14.1084 | 0 | 28.4417 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509524 | 428888 | -85788 | -189484 | 37106 | -577639 |
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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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