Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541740.2399 | 443330.286 | 98409.9539 | 833643.735 | 1483893.9393 | -650250.2043 |
Total P&L (%) | 541.7402 | 443.3303 | 98.41 | 833.6437 | 1483.8939 | -650.2502 |
Avg Daily Profit (%) | 0.231 | 0.189 | 0.042 | 0.0953 | 0.1178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105660 | -83691 | -91186 | -1582415 | -917444 | -1414132 |
Profit Factor | 1.4679 | 1.7765 | 1.1677 | 1.0938 | 1.3581 | 0.8629 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 42.4658 | 40.411 | 44.5205 | 42.4658 | 40.411 | 44.5205 |
Ratio Avg Win / Avg Loss | 1.9888 | 2.6196 | 1.4551 | 1.4819 | 2.0026 | 1.0753 |
Largest Winning Trade | 132775 | 132775 | 56659 | 852610 | 852610 | 296606 |
Largest Losing Trade | -41814 | -41814 | -30769 | -517991 | -486478 | -517991 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 22 | 32 | 12 | 22 | 32 | 12 |
Avg Bars in Losers | 11 | 14 | 8 | 11 | 14 | 8 |
Bars Traded | 4653 | 3123 | 1530 | 4653 | 3123 | 1530 |
Profit Streak | 14.0956 | 0 | 21.0956 | 14.0956 | 0 | 21.0956 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359782 | 261983 | -174423 | -183209 | -37329 | -580580 |
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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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