Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373238.5941 | 131319.3391 | 241919.255 | 531092.9574 | -866422.5727 | 1397515.5302 |
Total P&L (%) | 373.2386 | 131.3193 | 241.9193 | 531.093 | -866.4226 | 1397.5155 |
Avg Daily Profit (%) | 0.2462 | 0.0866 | 0.1596 | 0.1216 | 0 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156014 | -133405 | -74347 | -3585092 | -3017544 | -1858323 |
Profit Factor | 1.3833 | 1.2566 | 1.5238 | 1.0466 | 0.8664 | 1.2845 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 47.8764 | 42.6357 | 53.0769 | 47.8764 | 42.6357 | 53.0769 |
Ratio Avg Win / Avg Loss | 1.506 | 1.6907 | 1.3471 | 1.1394 | 1.1657 | 1.1356 |
Largest Winning Trade | 70847 | 70847 | 36020 | 783414 | 482289 | 783414 |
Largest Losing Trade | -52201 | -19592 | -52201 | -728849 | -728849 | -538090 |
Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5994 | 3035 | 2959 | 5994 | 3035 | 2959 |
Profit Streak | 11.6976 | 0 | 27.1976 | 11.6976 | 0 | 27.1976 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401613 | -79158 | 367490 | -198064 | -581909 | 335723 |
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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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