Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515380.032 | 337820.3617 | 177559.6703 | 424100.8876 | 630487.4431 | -206386.5555 |
Total P&L (%) | 515.38 | 337.8204 | 177.5597 | 424.1009 | 630.4874 | -206.3866 |
Avg Daily Profit (%) | 0.5042 | 0.3305 | 0.1737 | 0.1622 | 0.1947 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120575 | -84069 | -82574 | -1232239 | -629471 | -868571 |
Profit Factor | 1.4383 | 1.5497 | 1.3163 | 1.077 | 1.2143 | 0.9196 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 169 | 71 | 98 | 169 | 71 | 98 |
Losing Trades | 150 | 88 | 62 | 150 | 88 | 62 |
Profitability (%) | 52.9781 | 44.6541 | 61.25 | 52.9781 | 44.6541 | 61.25 |
Ratio Avg Win / Avg Loss | 1.2766 | 1.9207 | 0.8328 | 0.9559 | 1.505 | 0.5818 |
Largest Winning Trade | 241839 | 241839 | 27525 | 988758 | 988758 | 118979 |
Largest Losing Trade | -58992 | -21189 | -58992 | -717740 | -340575 | -717740 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 12242 | 6109 | 6133 | 12242 | 6109 | 6133 |
Profit Streak | 5.0316 | 0 | 21.2816 | 5.0316 | 0 | 21.2816 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516171 | 347614 | 328394 | -127430 | 247054 | -577569 |
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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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