Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558785.5026 | 469242.1254 | 89543.3771 | 375411.7387 | 473035.0659 | -97623.3272 |
Total P&L (%) | 558.7855 | 469.2421 | 89.5434 | 375.4117 | 473.0351 | -97.6233 |
Avg Daily Profit (%) | 0.2828 | 0.2375 | 0.0453 | 0.0789 | 0.0884 | -0.1891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124780 | -121569 | -112805 | -1314856 | -1089770 | -870840 |
Profit Factor | 1.5727 | 1.9204 | 1.1922 | 1.0686 | 1.1707 | 0.9639 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 89 | 36 | 53 | 89 | 36 | 53 |
Losing Trades | 129 | 73 | 56 | 129 | 73 | 56 |
Profitability (%) | 40.8257 | 33.0275 | 48.6239 | 40.8257 | 33.0275 | 48.6239 |
Ratio Avg Win / Avg Loss | 2.2796 | 3.8941 | 1.2597 | 1.5489 | 2.374 | 1.0184 |
Largest Winning Trade | 157002 | 157002 | 54922 | 489955 | 489955 | 464222 |
Largest Losing Trade | -68923 | -28749 | -68923 | -546454 | -476695 | -546454 |
Avg Bars in Trades | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Winners | 91 | 96 | 89 | 91 | 96 | 89 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 11686 | 5087 | 6599 | 11686 | 5087 | 6599 |
Profit Streak | 0 | 0 | 486.4255 | 0 | 0 | 486.4255 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330485 | 170042 | -141682 | -233951 | -113439 | -579326 |
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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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