Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327700.165 | 246626.8011 | 81073.3639 | 56553.0904 | -1110680.6919 | 1167233.7823 |
Total P&L (%) | 327.7002 | 246.6268 | 81.0734 | 56.5531 | -1110.6807 | 1167.2338 |
Avg Daily Profit (%) | 0.1709 | 0.1286 | 0.0423 | 0.0234 | 0 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206983 | -157828 | -83791 | -2950422 | -2481765 | -725695 |
Profit Factor | 1.2953 | 1.3301 | 1.2236 | 1.0048 | 0.8762 | 1.3988 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 156 | 85 | 71 | 156 | 85 | 71 |
Losing Trades | 98 | 42 | 56 | 98 | 42 | 56 |
Profitability (%) | 61.4173 | 66.9291 | 55.9055 | 61.4173 | 66.9291 | 55.9055 |
Ratio Avg Win / Avg Loss | 0.8137 | 0.6572 | 0.9651 | 0.6312 | 0.433 | 1.1033 |
Largest Winning Trade | 45680 | 45680 | 20601 | 421545 | 421545 | 322008 |
Largest Losing Trade | -60487 | -60487 | -41417 | -1207195 | -1207195 | -451215 |
Avg Bars in Trades | 89 | 155 | 24 | 89 | 155 | 24 |
Avg Bars in Winners | 49 | 73 | 19 | 49 | 73 | 19 |
Avg Bars in Losers | 153 | 319 | 29 | 153 | 319 | 29 |
Bars Traded | 22739 | 19686 | 3053 | 22739 | 19686 | 3053 |
Profit Streak | 0 | 28.0107 | 0 | 0 | 28.0107 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308501 | -19754 | -137666 | -376694 | -577790 | -14210 |
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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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