Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555050.0019 | 346042.9038 | 209007.0981 | 684925.5758 | -403863.8974 | 1088789.4732 |
Total P&L (%) | 555.05 | 346.0429 | 209.0071 | 684.9256 | -403.8639 | 1088.7895 |
Avg Daily Profit (%) | 0.3076 | 0.1918 | 0.1158 | 0.1142 | 0 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106052 | -93053 | -48293 | -2268930 | -2112616 | -1320338 |
Profit Factor | 1.6585 | 1.7735 | 1.5284 | 1.056 | 0.9378 | 1.1899 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 116 | 45 | 71 | 116 | 45 | 71 |
Losing Trades | 173 | 100 | 73 | 173 | 100 | 73 |
Profitability (%) | 40.1384 | 31.0345 | 49.3056 | 40.1384 | 31.0345 | 49.3056 |
Ratio Avg Win / Avg Loss | 2.4735 | 3.9412 | 1.5715 | 1.5749 | 2.084 | 1.2235 |
Largest Winning Trade | 314826 | 314826 | 70021 | 1319097 | 1319097 | 706455 |
Largest Losing Trade | -20330 | -20330 | -15752 | -421929 | -403288 | -421929 |
Avg Bars in Trades | 74 | 51 | 96 | 74 | 51 | 96 |
Avg Bars in Winners | 130 | 101 | 148 | 130 | 101 | 148 |
Avg Bars in Losers | 36 | 29 | 46 | 36 | 29 | 46 |
Bars Traded | 21475 | 7516 | 13959 | 21475 | 7516 | 13959 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351902 | 121258 | -36225 | -200161 | -585545 | -21378 |
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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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