Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575206.8652 | 392050.3084 | 183156.5568 | 723561.7306 | 1064449.932 | -340888.2014 |
Total P&L (%) | 575.2069 | 392.0503 | 183.1566 | 723.5617 | 1064.4499 | -340.8882 |
Avg Daily Profit (%) | 0.3907 | 0.2663 | 0.1244 | 0.1433 | 0.1669 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124735 | -104890 | -74263 | -2567485 | -1761104 | -1570677 |
Profit Factor | 1.5364 | 1.7709 | 1.3249 | 1.0547 | 1.1776 | 0.9528 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 102 | 42 | 60 | 102 | 42 | 60 |
Losing Trades | 160 | 89 | 71 | 160 | 89 | 71 |
Profitability (%) | 38.9313 | 32.0611 | 45.8015 | 38.9313 | 32.0611 | 45.8015 |
Ratio Avg Win / Avg Loss | 2.4101 | 3.7527 | 1.5678 | 1.6545 | 2.4953 | 1.1275 |
Largest Winning Trade | 157958 | 157958 | 57077 | 1557397 | 1557397 | 674836 |
Largest Losing Trade | -43133 | -18366 | -43133 | -419662 | -412046 | -419662 |
Avg Bars in Trades | 66 | 52 | 80 | 66 | 52 | 80 |
Avg Bars in Winners | 106 | 88 | 119 | 106 | 88 | 119 |
Avg Bars in Losers | 41 | 36 | 48 | 41 | 36 | 48 |
Bars Traded | 17495 | 6939 | 10556 | 17495 | 6939 | 10556 |
Profit Streak | 0 | 0 | 6.8744 | 0 | 0 | 6.8744 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337438 | 157054 | -26757 | -163477 | -23519 | -580265 |
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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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