Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497468.2186 | 317754.1435 | 179714.0751 | 603235.582 | -41704.9809 | 644940.5629 |
Total P&L (%) | 497.4682 | 317.7541 | 179.7141 | 603.2356 | -41.705 | 644.9406 |
Avg Daily Profit (%) | 0.3378 | 0.2158 | 0.122 | 0.1326 | -0.0366 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119497 | -135727 | -72190 | -2272223 | -2165823 | -662491 |
Profit Factor | 1.4925 | 1.5516 | 1.414 | 1.0712 | 0.992 | 1.196 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 47.0803 | 44.5255 | 49.635 | 47.0803 | 44.5255 | 49.635 |
Ratio Avg Win / Avg Loss | 1.6776 | 1.9331 | 1.4348 | 1.2041 | 1.2359 | 1.2136 |
Largest Winning Trade | 142311 | 142311 | 63337 | 1659420 | 1659420 | 419460 |
Largest Losing Trade | -39712 | -24743 | -39712 | -586591 | -586591 | -333043 |
Avg Bars in Trades | 31 | 22 | 40 | 31 | 22 | 40 |
Avg Bars in Winners | 42 | 24 | 58 | 42 | 24 | 58 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 8681 | 3073 | 5608 | 8681 | 3073 | 5608 |
Profit Streak | 0 | 0 | 7.7125 | 0 | 0 | 7.7125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412857 | 304063 | -28952 | -157561 | -581153 | -15021 |
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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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