Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250028.2484 | 216517.9986 | 33510.2498 | -105002.6548 | 1652735.3484 | -1757738.0032 |
Total P&L (%) | 250.0282 | 216.518 | 33.5103 | -105.0027 | 1652.7353 | -1757.738 |
Avg Daily Profit (%) | 0.1315 | 0.1139 | 0.0176 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360047 | -165623 | -329849 | -2030572 | -301705 | -2335323 |
Profit Factor | 1.1228 | 1.2343 | 1.0302 | 0.975 | 2.7417 | 0.4606 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 303 | 149 | 154 | 273 | 139 | 134 |
Losing Trades | 245 | 125 | 120 | 275 | 135 | 140 |
Profitability (%) | 55.292 | 54.3796 | 56.2044 | 49.8175 | 50.7299 | 48.9051 |
Ratio Avg Win / Avg Loss | 0.9079 | 1.0355 | 0.8027 | 0.9822 | 2.6628 | 0.4812 |
Largest Winning Trade | 40793 | 40793 | 31070 | 526957 | 526957 | 107391 |
Largest Losing Trade | -103869 | -39191 | -103869 | -1889109 | -193029 | -1889109 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 11343 | 5670 | 5673 | 11343 | 5670 | 5673 |
Profit Streak | 474.1331 | 0 | 477.4664 | 0 | 487.7998 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100138 | -39564 | -358588 | -577707 | 542114 | -580048 |
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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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