Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409834.8645 | 142092.3823 | 267742.4822 | 963872.6575 | -700220.0333 | 1664092.6907 |
Total P&L (%) | 409.8349 | 142.0924 | 267.7425 | 963.8727 | -700.22 | 1664.0927 |
Avg Daily Profit (%) | 0.2471 | 0.0857 | 0.1614 | 0.1427 | 0 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128281 | -137556 | -51880 | -1424091 | -1501344 | -678947 |
Profit Factor | 1.5239 | 1.2932 | 1.8997 | 1.1476 | 0.8437 | 1.8107 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 145 | 64 | 81 | 145 | 64 | 81 |
Losing Trades | 128 | 72 | 56 | 128 | 72 | 56 |
Profitability (%) | 53.1136 | 47.0588 | 59.1241 | 53.1136 | 47.0588 | 59.1241 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.4548 | 1.3134 | 1.013 | 0.9491 | 1.2519 |
Largest Winning Trade | 59430 | 59430 | 55398 | 459299 | 459299 | 377330 |
Largest Losing Trade | -55880 | -55880 | -23890 | -550978 | -550978 | -172027 |
Avg Bars in Trades | 16 | 20 | 12 | 16 | 20 | 12 |
Avg Bars in Winners | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Losers | 15 | 21 | 9 | 15 | 21 | 9 |
Bars Traded | 4605 | 2855 | 1750 | 4605 | 2855 | 1750 |
Profit Streak | 4.791 | 0 | 15.791 | 4.791 | 0 | 15.791 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435807 | -79602 | 451479 | -57749 | -581837 | 463919 |
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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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