Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468400.417 | 345845.1576 | 122555.2593 | 469629.3721 | 1358996.5474 | -889367.1753 |
Total P&L (%) | 468.4004 | 345.8452 | 122.5553 | 469.6294 | 1358.9965 | -889.3672 |
Avg Daily Profit (%) | 0.1969 | 0.1454 | 0.0515 | 0.0732 | 0.1128 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179657 | -131509 | -89696 | -2270707 | -1391417 | -1522284 |
Profit Factor | 1.3229 | 1.5642 | 1.1463 | 1.0372 | 1.2578 | 0.8791 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Profitability (%) | 49.2625 | 49.4118 | 49.1124 | 49.2625 | 49.4118 | 49.1124 |
Ratio Avg Win / Avg Loss | 1.3625 | 1.6015 | 1.1878 | 1.0682 | 1.2878 | 0.9109 |
Largest Winning Trade | 86306 | 86306 | 44858 | 914952 | 914952 | 511899 |
Largest Losing Trade | -40362 | -30509 | -40362 | -527436 | -441669 | -527436 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 4720 | 2290 | 2430 | 4720 | 2290 | 2430 |
Profit Streak | 0 | 0 | 151.673 | 0 | 0 | 151.673 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344966 | 153381 | -182819 | -273092 | -41840 | -579941 |
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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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