Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504533.8884 | 396678.5104 | 107855.3779 | 494673.2641 | 1586343.2504 | -1091669.9862 |
Total P&L (%) | 504.5339 | 396.6785 | 107.8554 | 494.6733 | 1586.3433 | -1091.67 |
Avg Daily Profit (%) | 0.2674 | 0.2103 | 0.0572 | 0.0946 | 0.1499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147956 | -101266 | -104444 | -1787523 | -1014277 | -1805501 |
Profit Factor | 1.4311 | 1.7143 | 1.1754 | 1.0437 | 1.3089 | 0.8235 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 44.0154 | 39.2308 | 48.8372 | 44.0154 | 39.2308 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.8203 | 2.6554 | 1.2314 | 1.3275 | 2.0275 | 0.8627 |
Largest Winning Trade | 74740 | 74740 | 50880 | 739877 | 739877 | 413339 |
Largest Losing Trade | -58720 | -24702 | -58720 | -1079987 | -480230 | -1079987 |
Avg Bars in Trades | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 10888 | 5029 | 5859 | 10888 | 5029 | 5859 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346974 | 236173 | -144822 | -240176 | 154308 | -581442 |
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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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