Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396916.9084 | 350683.4226 | 46233.4859 | 6895.1285 | 366291.8532 | -359396.7247 |
Total P&L (%) | 396.9169 | 350.6834 | 46.2335 | 6.8951 | 366.2919 | -359.3967 |
Avg Daily Profit (%) | 0.2143 | 0.1893 | 0.025 | 0.0036 | 0.0832 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184460 | -166977 | -133690 | -879057 | -506361 | -488838 |
Profit Factor | 1.4431 | 1.7567 | 1.1069 | 1.0043 | 1.4618 | 0.5643 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 41.453 | 37.6068 | 45.2991 | 41.453 | 37.6068 | 45.2991 |
Ratio Avg Win / Avg Loss | 2.0382 | 2.9146 | 1.3367 | 1.4184 | 2.4252 | 0.6815 |
Largest Winning Trade | 255913 | 255913 | 65292 | 656172 | 656172 | 67910 |
Largest Losing Trade | -70733 | -40847 | -70733 | -234369 | -228809 | -234369 |
Avg Bars in Trades | 93 | 80 | 106 | 93 | 80 | 106 |
Avg Bars in Winners | 150 | 136 | 162 | 150 | 136 | 162 |
Avg Bars in Losers | 53 | 46 | 60 | 53 | 46 | 60 |
Bars Traded | 21851 | 9400 | 12451 | 21851 | 9400 | 12451 |
Profit Streak | 7.2851 | 7.4518 | 0 | 7.2851 | 7.4518 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302190 | 233178 | -266178 | -571042 | -84134 | -582849 |
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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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