Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290407.2374 | 264194.5439 | 26212.6935 | 47769.3812 | 729648.2642 | -681878.883 |
Total P&L (%) | 290.4072 | 264.1945 | 26.2127 | 47.7694 | 729.6483 | -681.8789 |
Avg Daily Profit (%) | 0.2345 | 0.2133 | 0.0212 | 0.0315 | 0.171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171170 | -91872 | -95104 | -925214 | -589964 | -945467 |
Profit Factor | 1.2676 | 1.5588 | 1.0428 | 1.0094 | 1.3544 | 0.7729 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 54.0541 | 51.938 | 56.1538 | 54.0541 | 51.938 | 56.1538 |
Ratio Avg Win / Avg Loss | 1.0775 | 1.4425 | 0.8143 | 0.858 | 1.2534 | 0.6035 |
Largest Winning Trade | 71221 | 71221 | 48410 | 230377 | 230377 | 149453 |
Largest Losing Trade | -56995 | -32599 | -56995 | -481926 | -179772 | -481926 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 57 | 56 | 59 | 57 | 56 | 59 |
Bars Traded | 14615 | 7033 | 7582 | 14615 | 7033 | 7582 |
Profit Streak | 7.6157 | 0 | 10.7823 | 7.6157 | 0 | 10.7823 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372970 | 339829 | -341902 | -361547 | 296835 | -579543 |
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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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