Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522205.0518 | 333757.6926 | 188447.3591 | 1507702.4033 | 2003934.3628 | -496231.9595 |
Total P&L (%) | 522.2051 | 333.7577 | 188.4474 | 1507.7024 | 2003.9344 | -496.232 |
Avg Daily Profit (%) | 0.3103 | 0.1983 | 0.112 | 0.1652 | 0.1812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135063 | -109024 | -84902 | -4925430 | -1661987 | -3412345 |
Profit Factor | 1.5592 | 1.7137 | 1.4043 | 1.1168 | 1.3421 | 0.9297 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 45.5253 | 44.186 | 46.875 | 45.5253 | 44.186 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8657 | 2.1646 | 1.5915 | 1.3363 | 1.6953 | 1.0536 |
Largest Winning Trade | 92327 | 92327 | 56942 | 1673057 | 1673057 | 1161612 |
Largest Losing Trade | -29014 | -21585 | -29014 | -1098838 | -914848 | -1098838 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 4945 | 2621 | 2324 | 4945 | 2621 | 2324 |
Profit Streak | 11.1019 | 12.4353 | 0 | 11.1019 | 12.4353 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442111 | 333931 | -42831 | -83831 | 279019 | -580263 |
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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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