Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557102.6048 | 374530.366 | 182572.2388 | 644743.1163 | 1427050.3734 | -782307.2571 |
Total P&L (%) | 557.1026 | 374.5304 | 182.5722 | 644.7431 | 1427.0504 | -782.3073 |
Avg Daily Profit (%) | 0.2927 | 0.1968 | 0.0959 | 0.1056 | 0.1433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181642 | -95720 | -122907 | -5914274 | -2541222 | -4668029 |
Profit Factor | 1.4332 | 1.6286 | 1.2645 | 1.0319 | 1.1687 | 0.9333 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 54.1322 | 54.5455 | 53.719 | 54.1322 | 54.5455 | 53.719 |
Ratio Avg Win / Avg Loss | 1.2144 | 1.3571 | 1.0894 | 0.8744 | 0.9739 | 0.8041 |
Largest Winning Trade | 42515 | 42515 | 38509 | 1345150 | 772096 | 1345150 |
Largest Losing Trade | -64476 | -34219 | -64476 | -3864885 | -789021 | -3864885 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 7522 | 3593 | 3929 | 7522 | 3593 | 3929 |
Profit Streak | 0 | 55.3888 | 0 | 0 | 55.3888 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415078 | 417709 | -64787 | -236915 | -35907 | -580528 |
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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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