Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457596.2975 | 291052.3007 | 166543.9967 | 1057195.2421 | 1356528.7166 | -299333.4745 |
Total P&L (%) | 457.5963 | 291.0523 | 166.544 | 1057.1952 | 1356.5287 | -299.3335 |
Avg Daily Profit (%) | 0.2709 | 0.1723 | 0.0986 | 0.1451 | 0.1587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75132 | -95497 | -67434 | -1304208 | -277008 | -1352802 |
Profit Factor | 1.5566 | 1.7795 | 1.3711 | 1.2712 | 2.0069 | 0.8826 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Profitability (%) | 38.3065 | 40.3226 | 36.2903 | 38.3065 | 40.3226 | 36.2903 |
Ratio Avg Win / Avg Loss | 2.507 | 2.6337 | 2.4071 | 2.0474 | 2.9702 | 1.5495 |
Largest Winning Trade | 83822 | 83822 | 52766 | 720090 | 720090 | 371141 |
Largest Losing Trade | -37401 | -19994 | -37401 | -691407 | -140720 | -691407 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 69 | 59 | 81 | 69 | 59 | 81 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 10052 | 4461 | 5591 | 10052 | 4461 | 5591 |
Profit Streak | 0 | 40.639 | 0 | 0 | 40.639 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278660 | 279300 | -65259 | -1183 | 305908 | -583556 |
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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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