Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558001.4769 | 401134.1276 | 156867.3492 | 599980.7491 | 535480.704 | 64500.0451 |
Total P&L (%) | 558.0015 | 401.1341 | 156.8673 | 599.9807 | 535.4807 | 64.5 |
Avg Daily Profit (%) | 0.291 | 0.2092 | 0.0818 | 0.1015 | 0.0965 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133114 | -96916 | -113054 | -2583936 | -1592706 | -1340701 |
Profit Factor | 1.3996 | 1.6394 | 1.204 | 1.0434 | 1.0815 | 1.0089 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Profitability (%) | 55.3903 | 55.9701 | 54.8148 | 55.3903 | 55.9701 | 54.8148 |
Ratio Avg Win / Avg Loss | 1.1272 | 1.2897 | 0.9925 | 0.8403 | 0.8508 | 0.8316 |
Largest Winning Trade | 59411 | 59411 | 48434 | 538947 | 486389 | 538947 |
Largest Losing Trade | -56366 | -38635 | -56366 | -1144479 | -1144479 | -980520 |
Avg Bars in Trades | 84 | 79 | 88 | 84 | 79 | 88 |
Avg Bars in Winners | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 22644 | 10702 | 11942 | 22644 | 10702 | 11942 |
Profit Streak | 0 | 41.2888 | 0 | 0 | 41.2888 | 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 | 418111 | 405196 | -85460 | -229387 | -194692 | -370558 |
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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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