Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560217.2429 | 345377.5405 | 214839.7024 | 659379.2122 | -497522.8102 | 1156902.0223 |
Total P&L (%) | 560.2172 | 345.3775 | 214.8397 | 659.3792 | -497.5228 | 1156.902 |
Avg Daily Profit (%) | 0.3081 | 0.19 | 0.1182 | 0.1116 | 0 | 0.1393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100360 | -98370 | -48502 | -1838021 | -1884910 | -937059 |
Profit Factor | 1.5671 | 1.6609 | 1.4618 | 1.0531 | 0.9234 | 1.1951 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 128 | 53 | 75 | 128 | 53 | 75 |
Losing Trades | 225 | 123 | 102 | 225 | 123 | 102 |
Profitability (%) | 36.2606 | 30.1136 | 42.3729 | 36.2606 | 30.1136 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.7547 | 3.8545 | 1.9881 | 1.8511 | 2.143 | 1.6253 |
Largest Winning Trade | 307585 | 307585 | 56726 | 886391 | 886391 | 530204 |
Largest Losing Trade | -27253 | -17029 | -27253 | -529283 | -244538 | -529283 |
Avg Bars in Trades | 61 | 53 | 69 | 61 | 53 | 69 |
Avg Bars in Winners | 100 | 92 | 106 | 100 | 92 | 106 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 21689 | 9460 | 12229 | 21689 | 9460 | 12229 |
Profit Streak | 18.1482 | 0 | 19.7315 | 18.1482 | 0 | 19.7315 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318813 | 119296 | -35103 | -207609 | -585367 | -13487 |
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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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