Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456994.8405 | 178663.0561 | 278331.7845 | 898153.7779 | 1138322.0109 | -240168.233 |
Total P&L (%) | 456.9948 | 178.6631 | 278.3318 | 898.1538 | 1138.322 | -240.1682 |
Avg Daily Profit (%) | 0.2847 | 0.1113 | 0.1734 | 0.1435 | 0.1569 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142279 | -82767 | -109094 | -4212185 | -1893547 | -3832644 |
Profit Factor | 1.3997 | 1.2986 | 1.5105 | 1.0331 | 1.0877 | 0.983 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 182 | 98 | 84 | 182 | 98 | 84 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8196 | 2.0201 | 1.6479 | 1.343 | 1.692 | 1.0724 |
Largest Winning Trade | 78271 | 78271 | 49446 | 983684 | 983684 | 676491 |
Largest Losing Trade | -45428 | -23692 | -45428 | -1733376 | -470702 | -1733376 |
Avg Bars in Trades | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 3180 | 1379 | 1802 | 3180 | 1379 | 1802 |
Profit Streak | 10.3633 | 0 | 13.3633 | 10.3633 | 0 | 13.3633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368269 | -46858 | 367193 | -185165 | -118957 | -578786 |
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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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