Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743647.1392 | 635026.3519 | 108620.7874 | 564972.0152 | -503182.1675 | 1068154.1828 |
Total P&L (%) | 743.6471 | 635.0264 | 108.6208 | 564.972 | -503.1822 | 1068.1542 |
Avg Daily Profit (%) | 0.3829 | 0.327 | 0.0559 | 0.0976 | 0 | 0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141030 | -104946 | -114884 | -1689980 | -1559652 | -488591 |
Profit Factor | 1.6318 | 2.0767 | 1.185 | 1.0801 | 0.8794 | 1.3709 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 128 | 57 | 71 | 128 | 57 | 71 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 48.3019 | 43.1818 | 53.3835 | 48.3019 | 43.1818 | 53.3835 |
Ratio Avg Win / Avg Loss | 1.7465 | 2.7325 | 1.0348 | 1.156 | 1.1571 | 1.1971 |
Largest Winning Trade | 349110 | 349110 | 52679 | 906633 | 906633 | 498102 |
Largest Losing Trade | -61690 | -27434 | -61690 | -544536 | -544536 | -293429 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Losers | 36 | 41 | 29 | 36 | 41 | 29 |
Bars Traded | 11395 | 6025 | 5370 | 11395 | 6025 | 5370 |
Profit Streak | 27.6718 | 27.6718 | 34.3384 | 27.6718 | 27.6718 | 34.3384 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535735 | 387234 | -133600 | -192473 | -581426 | -21322 |
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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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