Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336803.2772 | 180783.7579 | 156019.5193 | 28615.6414 | -229299.3323 | 257914.9736 |
Total P&L (%) | 336.8033 | 180.7838 | 156.0195 | 28.6156 | -229.2993 | 257.915 |
Avg Daily Profit (%) | 0.2185 | 0.1173 | 0.1012 | 0.0163 | 0 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143601 | -132433 | -90127 | -740433 | -661376 | -453190 |
Profit Factor | 1.3046 | 1.3242 | 1.2847 | 1.0066 | 0.8954 | 1.1197 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 49.2754 | 47.1014 | 51.4493 | 49.2754 | 47.1014 | 51.4493 |
Ratio Avg Win / Avg Loss | 1.343 | 1.4871 | 1.2123 | 1.0362 | 1.0056 | 1.0566 |
Largest Winning Trade | 266945 | 266945 | 52691 | 266945 | 266945 | 139319 |
Largest Losing Trade | -31912 | -24666 | -31912 | -204928 | -134189 | -204928 |
Avg Bars in Trades | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Winners | 69 | 69 | 68 | 69 | 69 | 68 |
Avg Bars in Losers | 62 | 55 | 69 | 62 | 55 | 69 |
Bars Traded | 18159 | 8595 | 9564 | 18159 | 8595 | 9564 |
Profit Streak | 0 | 19.0843 | 0 | 0 | 19.0843 | 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 | 325920 | -36942 | -57851 | -386392 | -579867 | -171364 |
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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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