Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325026.3697 | 201549.9022 | 123476.4675 | 801593.2742 | 849004.3669 | -47411.0926 |
Total P&L (%) | 325.0264 | 201.5499 | 123.4765 | 801.5933 | 849.0044 | -47.4111 |
Avg Daily Profit (%) | 0.312 | 0.1935 | 0.1185 | 0.2113 | 0.2163 | -0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88137 | -51333 | -67539 | -1464727 | -914174 | -1136135 |
Profit Factor | 1.5529 | 1.7006 | 1.4113 | 1.1175 | 1.2652 | 0.9869 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 50.4202 | 44.5378 | 56.3025 | 50.4202 | 44.5378 | 56.3025 |
Ratio Avg Win / Avg Loss | 1.527 | 2.1178 | 1.0954 | 1.0989 | 1.5755 | 0.766 |
Largest Winning Trade | 45191 | 39785 | 45191 | 561492 | 561492 | 476306 |
Largest Losing Trade | -40388 | -18144 | -40388 | -604504 | -313159 | -604504 |
Avg Bars in Trades | 103 | 89 | 116 | 103 | 89 | 116 |
Avg Bars in Winners | 118 | 97 | 135 | 118 | 97 | 135 |
Avg Bars in Losers | 87 | 84 | 91 | 87 | 84 | 91 |
Bars Traded | 24519 | 10691 | 13828 | 24519 | 10691 | 13828 |
Profit Streak | 14.1125 | 37.6959 | 0 | 14.1125 | 37.6959 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475712 | 338932 | -33413 | -81271 | 280287 | -580199 |
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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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