Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446891.7694 | 397271.1036 | 49620.6658 | -16206.0162 | -16465.2516 | 259.2355 |
Total P&L (%) | 446.8918 | 397.2711 | 49.6207 | -16.206 | -16.4653 | 0.2592 |
Avg Daily Profit (%) | 0.24 | 0.2133 | 0.0266 | -0.0095 | -0.0097 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190470 | -213189 | -37260 | -450071 | -437163 | -98605 |
Profit Factor | 1.4009 | 1.4419 | 1.2302 | 0.9885 | 0.9852 | 1.0009 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 42.5101 | 39.8374 | 45.1613 | 42.5101 | 39.8374 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.8946 | 2.1775 | 1.4938 | 1.3368 | 1.4878 | 1.2154 |
Largest Winning Trade | 243053 | 243053 | 22554 | 331958 | 331958 | 50437 |
Largest Losing Trade | -43371 | -43371 | -15718 | -171267 | -171267 | -73647 |
Avg Bars in Trades | 44 | 85 | 4 | 44 | 85 | 4 |
Avg Bars in Winners | 64 | 132 | 4 | 64 | 132 | 4 |
Avg Bars in Losers | 30 | 54 | 4 | 30 | 54 | 4 |
Bars Traded | 11093 | 10531 | 562 | 11093 | 10531 | 562 |
Profit Streak | 8.2339 | 8.2339 | 14.5672 | 8.2339 | 8.2339 | 14.5672 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349552 | 226449 | -159327 | -579176 | -582618 | -578293 |
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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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