Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512862.2988 | 406914.4398 | 105947.859 | 437183.2957 | 599358.6075 | -162175.3118 |
Total P&L (%) | 512.8623 | 406.9144 | 105.9479 | 437.1833 | 599.3586 | -162.1753 |
Avg Daily Profit (%) | 0.317 | 0.2515 | 0.0655 | 0.104 | 0.1203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224293 | -205662 | -88867 | -4268736 | -3716436 | -3278755 |
Profit Factor | 1.4411 | 1.7417 | 1.1725 | 1.0285 | 1.0829 | 0.98 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 46.5035 | 46.1538 | 46.8531 | 46.5035 | 46.1538 | 46.8531 |
Ratio Avg Win / Avg Loss | 1.6578 | 2.032 | 1.33 | 1.1832 | 1.2634 | 1.1116 |
Largest Winning Trade | 227964 | 227964 | 41194 | 1188208 | 799025 | 1188208 |
Largest Losing Trade | -36788 | -36788 | -29879 | -1499788 | -1499788 | -1305072 |
Avg Bars in Trades | 66 | 71 | 61 | 66 | 71 | 61 |
Avg Bars in Winners | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Losers | 48 | 57 | 40 | 48 | 57 | 40 |
Bars Traded | 19110 | 10277 | 8833 | 19110 | 10277 | 8833 |
Profit Streak | 487.8242 | 0 | 500.9075 | 487.8242 | 0 | 500.9075 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425351 | 348905 | -136672 | -242643 | -162993 | -579550 |
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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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