Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586423.1281 | 505057.854 | 81365.2741 | 49383.5599 | 209539.2653 | -160155.7054 |
Total P&L (%) | 586.4231 | 505.0579 | 81.3653 | 49.3836 | 209.5393 | -160.1557 |
Avg Daily Profit (%) | 0.3132 | 0.2698 | 0.0435 | 0.0214 | 0.0604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142153 | -104207 | -114336 | -291208 | -138470 | -226391 |
Profit Factor | 1.4689 | 1.7566 | 1.1395 | 1.0313 | 1.2677 | 0.7991 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 39.7849 | 36.4286 | 43.1655 | 39.7849 | 36.4286 | 43.1655 |
Ratio Avg Win / Avg Loss | 2.2232 | 3.0655 | 1.5004 | 1.5608 | 2.2123 | 1.0521 |
Largest Winning Trade | 270449 | 270449 | 80558 | 208040 | 208040 | 62777 |
Largest Losing Trade | -43411 | -43411 | -29142 | -59770 | -52815 | -59770 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 134 | 119 | 148 | 134 | 119 | 148 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 22155 | 9711 | 12444 | 22155 | 9711 | 12444 |
Profit Streak | 0 | 0 | 11.108 | 0 | 0 | 11.108 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313914 | 234137 | -202973 | -353148 | -116771 | -581315 |
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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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