Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621704.3658 | 478035.607 | 143668.7588 | 864340.8757 | 702805.0197 | 161535.856 |
Total P&L (%) | 621.7044 | 478.0356 | 143.6688 | 864.3409 | 702.805 | 161.5359 |
Avg Daily Profit (%) | 0.3329 | 0.256 | 0.0769 | 0.1214 | 0.1116 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185909 | -167258 | -64535 | -619636 | -514479 | -332270 |
Profit Factor | 1.5233 | 1.6936 | 1.288 | 1.2768 | 1.4153 | 1.113 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 112 | 46 | 66 | 112 | 46 | 66 |
Losing Trades | 137 | 78 | 59 | 137 | 78 | 59 |
Profitability (%) | 44.9799 | 37.0968 | 52.8 | 44.9799 | 37.0968 | 52.8 |
Ratio Avg Win / Avg Loss | 1.8633 | 2.8717 | 1.1514 | 1.5619 | 2.3999 | 0.9949 |
Largest Winning Trade | 164123 | 164123 | 38498 | 396653 | 396653 | 167778 |
Largest Losing Trade | -48181 | -48181 | -35076 | -119545 | -113375 | -119545 |
Avg Bars in Trades | 14 | 21 | 7 | 14 | 21 | 7 |
Avg Bars in Winners | 17 | 29 | 8 | 17 | 29 | 8 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
Bars Traded | 3662 | 2679 | 983 | 3662 | 2679 | 983 |
Profit Streak | 22.5014 | 0 | 29.5014 | 22.5014 | 0 | 29.5014 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428744 | 228359 | -89262 | -29257 | -46656 | -221112 |
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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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