Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517336.1451 | 220811.1953 | 296524.9498 | 424246.8157 | 585514.5785 | -161267.7628 |
Total P&L (%) | 517.3361 | 220.8112 | 296.525 | 424.2468 | 585.5146 | -161.2678 |
Avg Daily Profit (%) | 0.3497 | 0.1493 | 0.2004 | 0.1121 | 0.1302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86954 | -86642 | -94883 | -1088892 | -344761 | -1175270 |
Profit Factor | 1.5675 | 1.4801 | 1.6566 | 1.1128 | 1.3831 | 0.9277 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 158 | 73 | 85 | 158 | 73 | 85 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 61.7188 | 57.0313 | 66.4063 | 61.7188 | 57.0313 | 66.4063 |
Ratio Avg Win / Avg Loss | 0.9723 | 1.1151 | 0.8381 | 0.6902 | 1.042 | 0.4693 |
Largest Winning Trade | 84217 | 84217 | 35378 | 370642 | 370642 | 162121 |
Largest Losing Trade | -84732 | -51908 | -84732 | -1019428 | -199007 | -1019428 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 4405 | 2288 | 2117 | 4405 | 2288 | 2117 |
Profit Streak | 10.4359 | 26.1026 | 10.4359 | 10.4359 | 26.1026 | 10.4359 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489768 | 338043 | 389808 | -137245 | -16189 | -577934 |
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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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