Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577177.8449 | 458248.6504 | 118929.1945 | 137262.2106 | 268826.5009 | -131564.2903 |
Total P&L (%) | 577.1778 | 458.2487 | 118.9292 | 137.2622 | 268.8265 | -131.5643 |
Avg Daily Profit (%) | 0.3901 | 0.3097 | 0.0804 | 0.0584 | 0.0883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148121 | -103435 | -106772 | -722035 | -430736 | -343219 |
Profit Factor | 1.5329 | 1.7871 | 1.2374 | 1.0518 | 1.1955 | 0.897 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 37.7224 | 34.7518 | 40.7143 | 37.7224 | 34.7518 | 40.7143 |
Ratio Avg Win / Avg Loss | 2.5307 | 3.3553 | 1.8018 | 1.7364 | 2.2447 | 1.3061 |
Largest Winning Trade | 285458 | 285458 | 65904 | 539108 | 539108 | 98853 |
Largest Losing Trade | -23682 | -22548 | -23682 | -189479 | -103424 | -189479 |
Avg Bars in Trades | 61 | 47 | 76 | 61 | 47 | 76 |
Avg Bars in Winners | 111 | 81 | 136 | 111 | 81 | 136 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 17395 | 6665 | 10730 | 17395 | 6665 | 10730 |
Profit Streak | 0 | 0 | 13.9172 | 0 | 0 | 13.9172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323123 | 210156 | -88017 | -280704 | -85577 | -582308 |
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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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