Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545439.9284 | 450344.3551 | 95095.5733 | 611349.3877 | 1748698.0192 | -1137348.6314 |
Total P&L (%) | 545.4399 | 450.3444 | 95.0956 | 611.3494 | 1748.698 | -1137.3486 |
Avg Daily Profit (%) | 0.2897 | 0.2392 | 0.0505 | 0.1043 | 0.1551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4679249 | -2608418 | -2911324 |
Profit Factor | 1.3713 | 1.5837 | 1.1363 | 1.027 | 1.1581 | 0.9019 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 279 | 151 | 128 | 279 | 151 | 128 |
Profitability (%) | 39.2157 | 34.0611 | 44.3478 | 39.2157 | 34.0611 | 44.3478 |
Ratio Avg Win / Avg Loss | 2.1255 | 3.066 | 1.426 | 1.5918 | 2.242 | 1.1318 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1476843 | 1476843 | 1026483 |
Largest Losing Trade | -25903 | -19975 | -25903 | -750753 | -615409 | -750753 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5644 | 2628 | 3016 | 5644 | 2628 | 3016 |
Profit Streak | 0 | 16.1467 | 0 | 0 | 16.1467 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321042 | 222628 | -197312 | -244614 | -42523 | -580383 |
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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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