Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690017.5997 | 603238.6273 | 86778.9724 | 629564.4937 | -1374337.6456 | 2003902.1393 |
Total P&L (%) | 690.0176 | 603.2386 | 86.779 | 629.5645 | -1374.3376 | 2003.9021 |
Avg Daily Profit (%) | 0.2929 | 0.2561 | 0.0368 | 0.0844 | 0 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132844 | -122350 | -120171 | -2597579 | -2850624 | -832515 |
Profit Factor | 1.8211 | 2.3206 | 1.2262 | 1.0849 | 0.7328 | 1.8833 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 44.6701 | 43.4343 | 45.9184 | 44.6701 | 43.4343 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.2556 | 3.0221 | 1.4442 | 1.3439 | 0.9543 | 2.2181 |
Largest Winning Trade | 330862 | 330862 | 58488 | 982257 | 982257 | 587840 |
Largest Losing Trade | -31106 | -31106 | -24547 | -861951 | -861951 | -445990 |
Avg Bars in Trades | 67 | 63 | 72 | 67 | 63 | 72 |
Avg Bars in Winners | 100 | 92 | 108 | 100 | 92 | 108 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 13322 | 6259 | 7063 | 13322 | 6259 | 7063 |
Profit Streak | 0 | 0 | 11.5365 | 0 | 0 | 11.5365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404843 | 363333 | -145300 | -207978 | -583621 | -17511 |
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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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