Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556864.7848 | 423057.5246 | 133807.2602 | 161679.3662 | 300896.7009 | -139217.3347 |
Total P&L (%) | 556.8648 | 423.0575 | 133.8073 | 161.6794 | 300.8967 | -139.2173 |
Avg Daily Profit (%) | 0.3763 | 0.2859 | 0.0904 | 0.065 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129302 | -195337 | -117507 | -991715 | -593633 | -733000 |
Profit Factor | 1.4515 | 1.5652 | 1.276 | 1.0298 | 1.0999 | 0.9425 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Losing Trades | 157 | 87 | 70 | 157 | 87 | 70 |
Profitability (%) | 44.3262 | 38.2979 | 50.3546 | 44.3262 | 38.2979 | 50.3546 |
Ratio Avg Win / Avg Loss | 1.8231 | 2.5216 | 1.2581 | 1.2934 | 1.7721 | 0.9292 |
Largest Winning Trade | 300397 | 300397 | 35776 | 370695 | 370695 | 129886 |
Largest Losing Trade | -35884 | -29320 | -35884 | -303063 | -251444 | -303063 |
Avg Bars in Trades | 62 | 79 | 44 | 62 | 79 | 44 |
Avg Bars in Winners | 77 | 98 | 61 | 77 | 98 | 61 |
Avg Bars in Losers | 49 | 67 | 26 | 49 | 67 | 26 |
Bars Traded | 17503 | 11256 | 6247 | 17503 | 11256 | 6247 |
Profit Streak | 9.7723 | 0 | 10.7723 | 9.7723 | 0 | 10.7723 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417556 | 231809 | -71789 | -293961 | -181871 | -580266 |
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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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