Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466813.4097 | 369136.0008 | 97677.4089 | 379351.3645 | 1070298.1586 | -690946.7941 |
Total P&L (%) | 466.8134 | 369.136 | 97.6774 | 379.3514 | 1070.2982 | -690.9468 |
Avg Daily Profit (%) | 0.2618 | 0.207 | 0.0548 | 0.0879 | 0.138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164767 | -145863 | -89812 | -2459802 | -1608733 | -1771698 |
Profit Factor | 1.3893 | 1.5983 | 1.1677 | 1.0249 | 1.1397 | 0.9086 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 55.4386 | 55.6338 | 55.2448 | 55.4386 | 55.6338 | 55.2448 |
Ratio Avg Win / Avg Loss | 1.1167 | 1.2746 | 0.946 | 0.8238 | 0.9088 | 0.7361 |
Largest Winning Trade | 105451 | 105451 | 61885 | 1004911 | 1004911 | 640944 |
Largest Losing Trade | -36881 | -30701 | -36881 | -750036 | -664044 | -750036 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5223 | 2934 | 2289 | 5223 | 2934 | 2289 |
Profit Streak | 10.9179 | 0 | 27.2512 | 10.9179 | 0 | 27.2512 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428215 | 375048 | -156127 | -267239 | -76083 | -579454 |
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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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