Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744373.8686 | 614388.6183 | 129985.2502 | 71478.8015 | 276219.4898 | -204740.6883 |
Total P&L (%) | 744.3739 | 614.3886 | 129.9853 | 71.4788 | 276.2195 | -204.7407 |
Avg Daily Profit (%) | 0.5033 | 0.4154 | 0.0879 | 0.0365 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120496 | -121514 | -93196 | -655725 | -306171 | -631880 |
Profit Factor | 1.6608 | 2.1544 | 1.2187 | 1.0176 | 1.1589 | 0.9122 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 115 | 48 | 67 | 115 | 48 | 67 |
Losing Trades | 130 | 74 | 56 | 130 | 74 | 56 |
Profitability (%) | 46.9388 | 39.3443 | 54.4715 | 46.9388 | 39.3443 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.8774 | 3.3213 | 1.0186 | 1.1503 | 1.7866 | 0.7624 |
Largest Winning Trade | 598032 | 598032 | 39837 | 263856 | 263856 | 214291 |
Largest Losing Trade | -69079 | -38860 | -69079 | -302739 | -163280 | -302739 |
Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Winners | 49 | 36 | 58 | 49 | 36 | 58 |
Avg Bars in Losers | 23 | 18 | 30 | 23 | 18 | 30 |
Bars Traded | 8712 | 3120 | 5592 | 8712 | 3120 | 5592 |
Profit Streak | 8.8146 | 0 | 11.6479 | 8.8146 | 0 | 11.6479 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523306 | 355705 | -75055 | -344631 | -122072 | -579796 |
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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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