Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509271.2186 | 471063.9001 | 38207.3185 | -86115.2486 | -533876.0876 | 447760.839 |
Total P&L (%) | 509.2712 | 471.0639 | 38.2073 | -86.1152 | -533.8761 | 447.7608 |
Avg Daily Profit (%) | 0.3447 | 0.3189 | 0.0259 | -0.1336 | 0 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266986 | -168332 | -193515 | -1724935 | -1504332 | -813333 |
Profit Factor | 1.3666 | 1.6379 | 1.0587 | 0.983 | 0.817 | 1.2087 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 167 | 75 | 92 | 167 | 75 | 92 |
Losing Trades | 164 | 91 | 73 | 164 | 91 | 73 |
Profitability (%) | 50.4532 | 45.1807 | 55.7576 | 50.4532 | 45.1807 | 55.7576 |
Ratio Avg Win / Avg Loss | 1.342 | 1.9873 | 0.8401 | 0.9653 | 0.9913 | 0.9591 |
Largest Winning Trade | 541966 | 541966 | 31794 | 481808 | 481808 | 192776 |
Largest Losing Trade | -82046 | -50204 | -82046 | -681607 | -681607 | -297083 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Losers | 51 | 56 | 44 | 51 | 56 | 44 |
Bars Traded | 17445 | 9452 | 7993 | 17445 | 9452 | 7993 |
Profit Streak | 0 | 0 | 26.4671 | 0 | 0 | 26.4671 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415985 | 366424 | -316240 | -578988 | -582338 | -39287 |
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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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