Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464851.9869 | 283504.4887 | 181347.4982 | 1047460.937 | 1514980.4113 | -467519.4743 |
Total P&L (%) | 464.852 | 283.5045 | 181.3475 | 1047.4609 | 1514.9804 | -467.5195 |
Avg Daily Profit (%) | 0.2741 | 0.1672 | 0.1069 | 0.144 | 0.1642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130872 | -110728 | -95199 | -3079973 | -875340 | -2323615 |
Profit Factor | 1.5126 | 1.6699 | 1.375 | 1.1667 | 1.5299 | 0.8635 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 47.8632 | 49.5727 | 46.1538 | 47.8632 | 49.5727 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6477 | 1.6987 | 1.6042 | 1.2709 | 1.5563 | 1.0074 |
Largest Winning Trade | 63941 | 63941 | 48634 | 1142786 | 1142786 | 642346 |
Largest Losing Trade | -54397 | -54397 | -33484 | -697338 | -531042 | -697338 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3312 | 1425 | 1887 | 3312 | 1425 | 1887 |
Profit Streak | 9.4333 | 47.4333 | 0 | 9.4333 | 47.4333 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435098 | 424431 | -50044 | -36227 | 418229 | -580572 |
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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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