Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541666.1812 | 316752.625 | 224913.5562 | 2412851.1614 | 2961822.777 | -548971.6157 |
Total P&L (%) | 541.6662 | 316.7526 | 224.9136 | 2412.8512 | 2961.8228 | -548.9716 |
Avg Daily Profit (%) | 0.3212 | 0.1878 | 0.1334 | 0.1913 | 0.2031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129107 | -98067 | -73941 | -4726250 | -1645423 | -3769224 |
Profit Factor | 1.5605 | 1.6968 | 1.4395 | 1.2106 | 1.6137 | 0.9172 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 46.4945 | 45.5882 | 47.4074 | 46.4945 | 45.5882 | 47.4074 |
Ratio Avg Win / Avg Loss | 1.7958 | 2.0252 | 1.5969 | 1.3932 | 1.9261 | 1.0175 |
Largest Winning Trade | 67455 | 67455 | 44264 | 1947749 | 1947749 | 1477131 |
Largest Losing Trade | -33484 | -27368 | -33484 | -1345363 | -1024531 | -1345363 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3330 | 1614 | 1716 | 3330 | 1614 | 1716 |
Profit Streak | 37.5703 | 37.5703 | 40.5703 | 37.5703 | 37.5703 | 40.5703 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493146 | 363227 | -12883 | 336220 | 377153 | -579050 |
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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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