Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399932.3218 | 321184.3501 | 78747.9717 | 387718.0783 | -1003484.6023 | 1391202.6806 |
Total P&L (%) | 399.9323 | 321.1844 | 78.748 | 387.7181 | -1003.4846 | 1391.2027 |
Avg Daily Profit (%) | 0.192 | 0.1542 | 0.0378 | 0.0761 | 0 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150650 | -116862 | -44739 | -4415761 | -4504924 | -754333 |
Profit Factor | 1.3364 | 1.3682 | 1.2486 | 1.0212 | 0.9319 | 1.391 |
Total Trades | 565 | 282 | 283 | 565 | 282 | 283 |
Winning Trades | 405 | 212 | 193 | 405 | 212 | 193 |
Losing Trades | 160 | 70 | 90 | 160 | 70 | 90 |
Profitability (%) | 71.6814 | 75.1773 | 68.1979 | 71.6814 | 75.1773 | 68.1979 |
Ratio Avg Win / Avg Loss | 0.528 | 0.4518 | 0.5823 | 0.4034 | 0.3077 | 0.6486 |
Largest Winning Trade | 30889 | 30889 | 8975 | 527157 | 527157 | 282641 |
Largest Losing Trade | -61638 | -61638 | -22788 | -1617547 | -1617547 | -461046 |
Avg Bars in Trades | 43 | 80 | 6 | 43 | 80 | 6 |
Avg Bars in Winners | 16 | 28 | 3 | 16 | 28 | 3 |
Avg Bars in Losers | 112 | 240 | 12 | 112 | 240 | 12 |
Bars Traded | 24538 | 22838 | 1699 | 24538 | 22838 | 1699 |
Profit Streak | 0 | 26.9472 | 0 | 0 | 26.9472 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445363 | 388368 | -140742 | -284059 | -576053 | -16804 |
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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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