Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436483.658 | 341060.2563 | 95423.4017 | 379361.7146 | 689930.6905 | -310568.9759 |
Total P&L (%) | 436.4837 | 341.0603 | 95.4234 | 379.3617 | 689.9307 | -310.569 |
Avg Daily Profit (%) | 0.2334 | 0.1824 | 0.051 | 0.0838 | 0.1106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84364 | -88870 | -93476 | -1075312 | -551369 | -1116054 |
Profit Factor | 1.4609 | 1.7748 | 1.1883 | 1.0702 | 1.3012 | 0.9001 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 141 | 63 | 78 | 141 | 63 | 78 |
Losing Trades | 113 | 64 | 49 | 113 | 64 | 49 |
Profitability (%) | 55.5118 | 49.6063 | 61.4173 | 55.5118 | 49.6063 | 61.4173 |
Ratio Avg Win / Avg Loss | 1.1708 | 1.803 | 0.7465 | 0.8577 | 1.3219 | 0.5655 |
Largest Winning Trade | 110282 | 110282 | 36488 | 254257 | 237821 | 254257 |
Largest Losing Trade | -63980 | -38666 | -63980 | -846053 | -201934 | -846053 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 7303 | 3609 | 3694 | 7303 | 3609 | 3694 |
Profit Streak | 10.3354 | 0 | 12.5854 | 10.3354 | 0 | 12.5854 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430220 | 386768 | -137689 | -222971 | -44965 | -578622 |
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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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