Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346924.0687 | 309781.3429 | 37142.7258 | -1818.9173 | -653047.6565 | 651228.7392 |
Total P&L (%) | 346.9241 | 309.7813 | 37.1427 | -1.8189 | -653.0477 | 651.2287 |
Avg Daily Profit (%) | 0.188 | 0.1678 | 0.0201 | -0.001 | 0 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250425 | -233349 | -48058 | -4123648 | -3747105 | -389501 |
Profit Factor | 1.3154 | 1.3506 | 1.1717 | 0.9998 | 0.9246 | 1.4027 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 49.1289 | 46.8531 | 51.3889 | 49.1289 | 46.8531 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.3621 | 1.532 | 1.1084 | 1.0353 | 1.0488 | 1.3269 |
Largest Winning Trade | 111176 | 111176 | 17317 | 1302111 | 1302111 | 264019 |
Largest Losing Trade | -56658 | -56658 | -10683 | -1501700 | -1501700 | -362431 |
Avg Bars in Trades | 76 | 142 | 10 | 76 | 142 | 10 |
Avg Bars in Winners | 77 | 152 | 9 | 77 | 152 | 9 |
Avg Bars in Losers | 74 | 133 | 10 | 74 | 133 | 10 |
Bars Traded | 21841 | 20351 | 1490 | 21841 | 20351 | 1490 |
Profit Streak | 0 | 25.1762 | 0 | 0 | 25.1762 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318913 | 287795 | -199800 | -577948 | -579967 | -45642 |
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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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