Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555828.0209 | 402059.5052 | 153768.5158 | 698472.4448 | 1527173.3022 | -828700.8574 |
Total P&L (%) | 555.828 | 402.0595 | 153.7685 | 698.4724 | 1527.1733 | -828.7009 |
Avg Daily Profit (%) | 0.3462 | 0.2505 | 0.0958 | 0.1295 | 0.1739 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143876 | -139072 | -82453 | -3177798 | -2590329 | -1987818 |
Profit Factor | 1.4691 | 1.5864 | 1.308 | 1.049 | 1.2018 | 0.8761 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 128 | 55 | 73 | 128 | 55 | 73 |
Losing Trades | 141 | 80 | 61 | 141 | 80 | 61 |
Profitability (%) | 47.5836 | 40.7407 | 54.4776 | 47.5836 | 40.7407 | 54.4776 |
Ratio Avg Win / Avg Loss | 1.6183 | 2.3075 | 1.093 | 1.1555 | 1.7481 | 0.7321 |
Largest Winning Trade | 134357 | 134357 | 45026 | 1952757 | 1952757 | 824615 |
Largest Losing Trade | -39449 | -39449 | -27349 | -784703 | -784703 | -562379 |
Avg Bars in Trades | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Winners | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 18882 | 9101 | 9782 | 18882 | 9101 | 9782 |
Profit Streak | 0 | 0 | 27.1155 | 0 | 0 | 27.1155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431408 | 259218 | -64036 | -185895 | 166054 | -579855 |
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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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