Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708743.8321 | 648047.1857 | 60696.6464 | 237136.3408 | 157434.569 | 79701.7718 |
Total P&L (%) | 708.7438 | 648.0472 | 60.6966 | 237.1363 | 157.4346 | 79.7018 |
Avg Daily Profit (%) | 0.367 | 0.3356 | 0.0314 | 0.063 | 0.049 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171787 | -151680 | -152224 | -138587 | -137393 | -132094 |
Profit Factor | 1.5468 | 1.9444 | 1.0995 | 1.2198 | 1.282 | 1.1531 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 48.5507 | 44.9275 | 52.1739 | 48.5507 | 44.9275 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6391 | 2.3834 | 1.0079 | 1.2927 | 1.5715 | 1.057 |
Largest Winning Trade | 385667 | 385667 | 51692 | 123249 | 123249 | 44731 |
Largest Losing Trade | -45060 | -45060 | -41953 | -37264 | -33843 | -37264 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5741 | 2699 | 3042 | 5741 | 2699 | 3042 |
Profit Streak | 0 | 0 | 24.3745 | 0 | 0 | 24.3745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479743 | 396227 | -261683 | -108111 | -128296 | -203500 |
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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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