Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511036.7534 | 452008.3617 | 59028.3917 | 43282.6129 | 230331.1033 | -187048.4903 |
Total P&L (%) | 511.0368 | 452.0084 | 59.0284 | 43.2826 | 230.3311 | -187.0485 |
Avg Daily Profit (%) | 0.2162 | 0.1912 | 0.025 | 0.0152 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210900 | -152742 | -158219 | -1993219 | -1369986 | -1138216 |
Profit Factor | 1.3119 | 1.5099 | 1.0785 | 1.0034 | 1.0345 | 0.9683 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 200 | 107 | 93 | 200 | 107 | 93 |
Profitability (%) | 41.1765 | 37.0588 | 45.2941 | 41.1765 | 37.0588 | 45.2941 |
Ratio Avg Win / Avg Loss | 1.8741 | 2.5645 | 1.3026 | 1.4335 | 1.7569 | 1.1695 |
Largest Winning Trade | 225250 | 225250 | 39307 | 760971 | 760971 | 410628 |
Largest Losing Trade | -41733 | -27519 | -41733 | -489876 | -337779 | -489876 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 7024 | 3532 | 3493 | 7024 | 3532 | 3493 |
Profit Streak | 21.3578 | 0 | 27.6911 | 21.3578 | 0 | 27.6911 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310286 | 201748 | -295106 | -392015 | -311315 | -579787 |
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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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