Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614020.2972 | 557756.8511 | 56263.446 | 174795.5824 | 685107.6062 | -510312.0238 |
Total P&L (%) | 614.0203 | 557.7569 | 56.2634 | 174.7956 | 685.1076 | -510.312 |
Avg Daily Profit (%) | 0.3179 | 0.2888 | 0.0291 | 0.0524 | 0.1068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160825 | -163422 | -144433 | -1353567 | -1107996 | -1209883 |
Profit Factor | 1.4888 | 1.9997 | 1.0806 | 1.0318 | 1.2847 | 0.8345 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 141 | 63 | 78 | 141 | 63 | 78 |
Losing Trades | 138 | 77 | 61 | 138 | 77 | 61 |
Profitability (%) | 50.5376 | 45 | 56.1151 | 50.5376 | 45 | 56.1151 |
Ratio Avg Win / Avg Loss | 1.4571 | 2.4441 | 0.8451 | 1.0099 | 1.5702 | 0.6526 |
Largest Winning Trade | 377335 | 377335 | 39142 | 1195324 | 1195324 | 169060 |
Largest Losing Trade | -52120 | -33444 | -52120 | -429848 | -287620 | -429848 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5720 | 2971 | 2749 | 5720 | 2971 | 2749 |
Profit Streak | 0 | 0 | 25.2969 | 0 | 0 | 25.2969 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435239 | 386873 | -287021 | -306691 | -50800 | -579350 |
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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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