Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627885.3843 | 598321.5934 | 29563.7909 | -12644.8646 | 244555.5995 | -257200.4641 |
Total P&L (%) | 627.8854 | 598.3216 | 29.5638 | -12.6449 | 244.5556 | -257.2005 |
Avg Daily Profit (%) | 0.3939 | 0.3754 | 0.0185 | -0.0085 | 0.0776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133606 | -121082 | -91331 | -528653 | -304185 | -377703 |
Profit Factor | 1.6616 | 2.1435 | 1.0694 | 0.9938 | 1.2371 | 0.7464 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 42.6036 | 34.1176 | 51.1905 | 42.6036 | 34.1176 | 51.1905 |
Ratio Avg Win / Avg Loss | 2.2385 | 4.1391 | 1.0197 | 1.3389 | 2.3889 | 0.7117 |
Largest Winning Trade | 435496 | 435496 | 62166 | 440488 | 440488 | 85017 |
Largest Losing Trade | -46807 | -32424 | -46807 | -227979 | -79348 | -227979 |
Avg Bars in Trades | 111 | 94 | 128 | 111 | 94 | 128 |
Avg Bars in Winners | 163 | 149 | 173 | 163 | 149 | 173 |
Avg Bars in Losers | 72 | 66 | 81 | 72 | 66 | 81 |
Bars Traded | 18829 | 8023 | 10806 | 18829 | 8023 | 10806 |
Profit Streak | 0 | 0 | 16.6594 | 0 | 0 | 16.6594 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390637 | 255975 | -314988 | -581102 | -94980 | -580379 |
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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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