Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501598.5816 | 343428.0556 | 158170.5259 | 88701.0765 | -455163.3638 | 543864.4403 |
Total P&L (%) | 501.5986 | 343.4281 | 158.1705 | 88.7011 | -455.1634 | 543.8644 |
Avg Daily Profit (%) | 0.2774 | 0.1899 | 0.0875 | 0.0351 | 0 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111691 | -153541 | -73368 | -1816282 | -1580046 | -832142 |
Profit Factor | 1.4803 | 1.6214 | 1.3218 | 1.0126 | 0.8788 | 1.1657 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 141 | 79 | 62 | 141 | 79 | 62 |
Profitability (%) | 44.7059 | 38.2813 | 51.1811 | 44.7059 | 38.2813 | 51.1811 |
Ratio Avg Win / Avg Loss | 1.831 | 2.6141 | 1.2608 | 1.2524 | 1.4168 | 1.1119 |
Largest Winning Trade | 354963 | 354963 | 55813 | 657094 | 657094 | 383992 |
Largest Losing Trade | -52498 | -28057 | -52498 | -587232 | -298600 | -587232 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5335 | 2544 | 2791 | 5335 | 2544 | 2791 |
Profit Streak | 0 | 0 | 16.8798 | 0 | 0 | 16.8798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379790 | 219986 | -75158 | -353077 | -583605 | -92433 |
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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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