Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030136.4801 | 981491.2097 | 48645.2704 | 281236.0495 | 654218.3796 | -372982.3301 |
Total P&L (%) | 1030.1365 | 981.4912 | 48.6453 | 281.2361 | 654.2184 | -372.9823 |
Avg Daily Profit (%) | 0.4946 | 0.4712 | 0.0234 | 0.0643 | 0.0971 | 0 |
Buy And Hold Return (%) | 52.259 | 52.259 | 52.259 | 52.259 | 52.259 | 52.259 |
Max Trade Drawdown | -217689 | -130434 | -243111 | -1818224 | -1115503 | -878133 |
Profit Factor | 1.7258 | 2.314 | 1.0724 | 1.0544 | 1.2244 | 0.8348 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 48.9627 | 44.1667 | 53.719 | 48.9627 | 44.1667 | 53.719 |
Ratio Avg Win / Avg Loss | 1.799 | 2.9252 | 0.9239 | 1.099 | 1.5478 | 0.7192 |
Largest Winning Trade | 611180 | 611180 | 35530 | 1380846 | 1380846 | 303000 |
Largest Losing Trade | -46552 | -46552 | -32202 | -431976 | -431976 | -237790 |
Avg Bars in Trades | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Winners | 130 | 145 | 118 | 130 | 145 | 118 |
Avg Bars in Losers | 75 | 79 | 70 | 75 | 79 | 70 |
Bars Traded | 24654 | 13022 | 11632 | 24654 | 13022 | 11632 |
Profit Streak | 27.1724 | 29.1724 | 27.1724 | 27.1724 | 29.1724 | 27.1724 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565127 | 460741 | -469251 | -267039 | -64213 | -579987 |
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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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