Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394506.7491 | 330002.0354 | 64504.7137 | 5615.3296 | 1038867.6121 | -1033252.2825 |
Total P&L (%) | 394.5067 | 330.002 | 64.5047 | 5.6153 | 1038.8676 | -1033.2523 |
Avg Daily Profit (%) | 0.2059 | 0.1723 | 0.0337 | 0.0029 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179343 | -101997 | -163940 | -1102486 | -278862 | -1374007 |
Profit Factor | 1.2429 | 1.4555 | 1.0717 | 1.001 | 1.5062 | 0.7035 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Profitability (%) | 46.5625 | 44.375 | 48.75 | 46.5625 | 44.375 | 48.75 |
Ratio Avg Win / Avg Loss | 1.4264 | 1.8245 | 1.1267 | 1.1488 | 1.8881 | 0.7396 |
Largest Winning Trade | 69058 | 69058 | 39170 | 313204 | 313204 | 123533 |
Largest Losing Trade | -46287 | -36465 | -46287 | -535579 | -135245 | -535579 |
Avg Bars in Trades | 71 | 71 | 70 | 71 | 71 | 70 |
Avg Bars in Winners | 83 | 86 | 79 | 83 | 86 | 79 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 22744 | 11484 | 11260 | 22744 | 11484 | 11260 |
Profit Streak | 13.976 | 15.3093 | 0 | 13.976 | 15.3093 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300251 | 295492 | -290121 | -573259 | -21826 | -580981 |
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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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