Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735706.9665 | 558956.2782 | 176750.6882 | 305063.9659 | 1139828.6568 | -834764.6909 |
Total P&L (%) | 735.707 | 558.9563 | 176.7507 | 305.064 | 1139.8287 | -834.7647 |
Avg Daily Profit (%) | 0.4974 | 0.3779 | 0.1195 | 0.0946 | 0.1704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147965 | -131705 | -118887 | -4027901 | -2134878 | -4077512 |
Profit Factor | 1.556 | 1.7353 | 1.314 | 1.0159 | 1.1154 | 0.9099 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 179 | 79 | 100 | 179 | 79 | 100 |
Losing Trades | 146 | 84 | 62 | 146 | 84 | 62 |
Profitability (%) | 55.0769 | 48.4663 | 61.7284 | 55.0769 | 48.4663 | 61.7284 |
Ratio Avg Win / Avg Loss | 1.2692 | 1.8451 | 0.8147 | 0.8286 | 1.186 | 0.5642 |
Largest Winning Trade | 393207 | 393207 | 27389 | 1288374 | 1288374 | 554073 |
Largest Losing Trade | -71411 | -33613 | -71411 | -2743982 | -639121 | -2743982 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 5753 | 3362 | 2391 | 5753 | 3362 | 2391 |
Profit Streak | 0 | 0 | 21.3151 | 0 | 0 | 21.3151 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535098 | 461796 | -32318 | -268669 | -85827 | -578135 |
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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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