Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544978.4514 | 467044.2809 | 77934.1705 | 165279.0669 | 642847.561 | -477568.4942 |
Total P&L (%) | 544.9785 | 467.0443 | 77.9342 | 165.2791 | 642.8476 | -477.5685 |
Avg Daily Profit (%) | 0.2918 | 0.2501 | 0.0417 | 0.0522 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119106 | -68190 | -130208 | -566658 | -421599 | -621093 |
Profit Factor | 1.4101 | 1.7867 | 1.106 | 1.0294 | 1.2572 | 0.8471 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 47.1366 | 45.614 | 48.6726 | 47.1366 | 45.614 | 48.6726 |
Ratio Avg Win / Avg Loss | 1.5814 | 2.1303 | 1.1663 | 1.1545 | 1.499 | 0.8933 |
Largest Winning Trade | 125815 | 125815 | 66174 | 309476 | 309476 | 229663 |
Largest Losing Trade | -46119 | -34572 | -46119 | -251542 | -251542 | -230416 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 7228 | 3326 | 3902 | 7228 | 3326 | 3902 |
Profit Streak | 30.241 | 30.241 | 40.241 | 30.241 | 30.241 | 40.241 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423612 | 370753 | -241305 | -310251 | -50475 | -580999 |
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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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