Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605787.6086 | 441069.5622 | 164718.0463 | 1374909.8286 | -574958.5956 | 1949868.4242 |
Total P&L (%) | 605.7876 | 441.0696 | 164.718 | 1374.9098 | -574.9586 | 1949.8684 |
Avg Daily Profit (%) | 0.2908 | 0.2117 | 0.0791 | 0.1293 | 0 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115499 | -94843 | -116805 | -1926627 | -2324376 | -737349 |
Profit Factor | 1.5404 | 1.7499 | 1.3091 | 1.1057 | 0.9239 | 1.358 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 51.4493 | 47.1014 | 55.7971 | 51.4493 | 47.1014 | 55.7971 |
Ratio Avg Win / Avg Loss | 1.4536 | 1.9653 | 1.0371 | 1.0435 | 1.0376 | 1.0759 |
Largest Winning Trade | 107466 | 107466 | 55062 | 839393 | 839393 | 786183 |
Largest Losing Trade | -42223 | -26382 | -42223 | -575170 | -454076 | -575170 |
Avg Bars in Trades | 89 | 95 | 83 | 89 | 95 | 83 |
Avg Bars in Winners | 92 | 102 | 84 | 92 | 102 | 84 |
Avg Bars in Losers | 86 | 89 | 82 | 86 | 89 | 82 |
Bars Traded | 24717 | 13216 | 11501 | 24717 | 13216 | 11501 |
Profit Streak | 6.2382 | 6.2382 | 20.4882 | 6.2382 | 6.2382 | 20.4882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473947 | 375014 | -86129 | -121447 | -579733 | 93952 |
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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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