Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603388.2762 | 461320.2919 | 142067.9843 | 1201960.1362 | 1505541.0157 | -303580.8796 |
Total P&L (%) | 603.3883 | 461.3203 | 142.068 | 1201.9601 | 1505.541 | -303.5809 |
Avg Daily Profit (%) | 0.2411 | 0.1844 | 0.0568 | 0.1026 | 0.111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150476 | -157831 | -99476 | -1916973 | -1546606 | -1476326 |
Profit Factor | 1.6709 | 2.0314 | 1.3142 | 1.1422 | 1.3796 | 0.9324 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 163 | 90 | 73 | 163 | 90 | 73 |
Profitability (%) | 37.7863 | 31.2977 | 44.2748 | 37.7863 | 31.2977 | 44.2748 |
Ratio Avg Win / Avg Loss | 2.7511 | 4.4592 | 1.6541 | 1.8805 | 3.0283 | 1.1735 |
Largest Winning Trade | 214954 | 214954 | 55403 | 1136043 | 1136043 | 491293 |
Largest Losing Trade | -38495 | -16721 | -38495 | -745343 | -215551 | -745343 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 7337 | 3450 | 3887 | 7337 | 3450 | 3887 |
Profit Streak | 0 | 0 | 42.8782 | 0 | 0 | 42.8782 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304310 | 149264 | -117429 | -121696 | -49910 | -580714 |
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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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