Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705139.1062 | 600273.3862 | 104865.7201 | -13950.1059 | 316162.0178 | -330112.1237 |
Total P&L (%) | 705.1391 | 600.2734 | 104.8657 | -13.9501 | 316.162 | -330.1121 |
Avg Daily Profit (%) | 0.4763 | 0.4055 | 0.0708 | -0.0101 | 0.0964 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256177 | -136232 | -190849 | -2138333 | -1281707 | -2239338 |
Profit Factor | 1.6693 | 2.0666 | 1.2137 | 0.998 | 1.094 | 0.9118 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 44.3787 | 36.9048 | 51.7647 | 44.3787 | 36.9048 | 51.7647 |
Ratio Avg Win / Avg Loss | 2.0922 | 3.5332 | 1.131 | 1.2509 | 1.8704 | 0.8496 |
Largest Winning Trade | 592198 | 592198 | 32992 | 879134 | 879134 | 303060 |
Largest Losing Trade | -72288 | -38380 | -72288 | -1000645 | -430279 | -1000645 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 2905 | 1505 | 1399 | 2905 | 1505 | 1399 |
Profit Streak | 34.5087 | 34.5087 | 40.5087 | 34.5087 | 34.5087 | 40.5087 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503348 | 328328 | -97641 | -578690 | -184943 | -579610 |
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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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