Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717251.8074 | 570370.6426 | 146881.1647 | 921299.3994 | 1092277.0056 | -170977.6063 |
Total P&L (%) | 717.2518 | 570.3706 | 146.8812 | 921.2994 | 1092.277 | -170.9776 |
Avg Daily Profit (%) | 0.3017 | 0.24 | 0.0618 | 0.0978 | 0.1043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114043 | -120709 | -127094 | -939661 | -835376 | -1051235 |
Profit Factor | 1.5353 | 1.7549 | 1.2514 | 1.122 | 1.2616 | 0.9494 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 53.2609 | 51.4493 | 55.0725 | 53.2609 | 51.4493 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.3473 | 1.656 | 1.0208 | 0.9846 | 1.1905 | 0.7745 |
Largest Winning Trade | 133613 | 133613 | 56830 | 495814 | 495814 | 207110 |
Largest Losing Trade | -53906 | -41810 | -53906 | -530525 | -480051 | -530525 |
Avg Bars in Trades | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Winners | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 6846 | 4055 | 2791 | 6846 | 4055 | 2791 |
Profit Streak | 0 | 0 | 16.1313 | 0 | 0 | 16.1313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452639 | 431411 | -109305 | -147825 | -53167 | -579454 |
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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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