Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548229.0757 | 512135.0664 | 36094.0093 | 19203.5239 | 465823.4567 | -446619.9328 |
Total P&L (%) | 548.2291 | 512.1351 | 36.094 | 19.2035 | 465.8235 | -446.6199 |
Avg Daily Profit (%) | 0.2937 | 0.2743 | 0.0193 | 0.0094 | 0.0929 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291853 | -143835 | -206253 | -953185 | -453695 | -633549 |
Profit Factor | 1.3796 | 1.7056 | 1.0502 | 1.007 | 1.3606 | 0.6895 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 142 | 60 | 82 | 142 | 60 | 82 |
Losing Trades | 214 | 118 | 96 | 214 | 118 | 96 |
Profitability (%) | 39.8876 | 33.7079 | 46.0674 | 39.8876 | 33.7079 | 46.0674 |
Ratio Avg Win / Avg Loss | 2.0791 | 3.3544 | 1.2295 | 1.5176 | 2.6759 | 0.8073 |
Largest Winning Trade | 299814 | 299814 | 87948 | 737268 | 737268 | 103672 |
Largest Losing Trade | -50372 | -19162 | -50372 | -221944 | -102898 | -221944 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 35 | 44 | 29 | 35 | 44 | 29 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 7379 | 3908 | 3470 | 7379 | 3908 | 3470 |
Profit Streak | 0 | 0 | 13.3397 | 0 | 0 | 13.3397 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314140 | 224061 | -334664 | -401151 | -73076 | -580573 |
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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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