Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390422.5846 | 365241.0446 | 25181.54 | 74440.8172 | 205832.6559 | -131391.8387 |
Total P&L (%) | 390.4226 | 365.241 | 25.1815 | 74.4408 | 205.8327 | -131.3918 |
Avg Daily Profit (%) | 0.3748 | 0.3506 | 0.0242 | 0.0534 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172279 | -111370 | -96955 | -952346 | -706589 | -417296 |
Profit Factor | 1.5247 | 1.7829 | 1.0907 | 1.0314 | 1.1371 | 0.8486 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Profitability (%) | 37.3541 | 37.5 | 37.2093 | 37.3541 | 37.5 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.5571 | 2.9715 | 1.8406 | 1.7298 | 1.8952 | 1.432 |
Largest Winning Trade | 355333 | 355333 | 29844 | 864873 | 864873 | 156675 |
Largest Losing Trade | -17810 | -17810 | -13652 | -150952 | -150952 | -81010 |
Avg Bars in Trades | 96 | 140 | 52 | 96 | 140 | 52 |
Avg Bars in Winners | 161 | 231 | 91 | 161 | 231 | 91 |
Avg Bars in Losers | 57 | 85 | 29 | 57 | 85 | 29 |
Bars Traded | 24762 | 17961 | 6801 | 24762 | 17961 | 6801 |
Profit Streak | 7.577 | 0 | 12.6603 | 7.577 | 0 | 12.6603 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316381 | 259707 | -288288 | -309306 | -123288 | -583683 |
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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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