Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875268.1572 | 626512.7542 | 248755.403 | 2781140.633 | 759447.3343 | 2021693.2986 |
Total P&L (%) | 875.2682 | 626.5128 | 248.7554 | 2781.1406 | 759.4473 | 2021.6933 |
Avg Daily Profit (%) | 0.5909 | 0.4229 | 0.1679 | 0.2271 | 0.1453 | 0.2064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61974 | -115223 | -49910 | -1436271 | -1932757 | -1074764 |
Profit Factor | 1.9247 | 2.2717 | 1.5481 | 1.2289 | 1.1154 | 1.3632 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Profitability (%) | 31.2727 | 27.7372 | 34.7826 | 31.2727 | 27.7372 | 34.7826 |
Ratio Avg Win / Avg Loss | 4.2299 | 5.9184 | 2.9027 | 2.7008 | 2.9059 | 2.556 |
Largest Winning Trade | 477609 | 477609 | 37388 | 1169718 | 1169718 | 660679 |
Largest Losing Trade | -30805 | -16863 | -30805 | -572375 | -572375 | -412875 |
Avg Bars in Trades | 64 | 52 | 75 | 64 | 52 | 75 |
Avg Bars in Winners | 136 | 118 | 151 | 136 | 118 | 151 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 17616 | 7159 | 10457 | 17616 | 7159 | 10457 |
Profit Streak | 13.442 | 0 | 15.442 | 13.442 | 0 | 15.442 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352517 | -3674 | 163230 | 136406 | -109067 | 149409 |
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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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