Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534042.6443 | 453058.6414 | 80984.0029 | -543208.1461 | -703680.7604 | 160472.6143 |
Total P&L (%) | 534.0426 | 453.0586 | 80.984 | -543.2081 | -703.6808 | 160.4726 |
Avg Daily Profit (%) | 0.2912 | 0.247 | 0.0442 | 0 | 0 | 0.0522 |
Buy And Hold Return (%) | 200.3983 | 200.3983 | 200.3983 | 200.3983 | 200.3983 | 200.3983 |
Max Trade Drawdown | -119135 | -70812 | -162487 | -1191105 | -872558 | -600391 |
Profit Factor | 1.5501 | 2.1565 | 1.1399 | 0.8582 | 0.6532 | 1.089 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 225 | 111 | 114 | 65 | 37 | 28 |
Losing Trades | 58 | 30 | 28 | 218 | 104 | 114 |
Profitability (%) | 79.5053 | 78.7234 | 80.2817 | 22.9682 | 26.2411 | 19.7183 |
Ratio Avg Win / Avg Loss | 0.3996 | 0.5828 | 0.28 | 2.8784 | 1.8361 | 4.434 |
Largest Winning Trade | 57341 | 57341 | 23211 | 706957 | 246933 | 706957 |
Largest Losing Trade | -110809 | -48401 | -110809 | -327328 | -327328 | -161180 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 8 | 7 | 8 | 26 | 27 | 24 |
Avg Bars in Losers | 29 | 31 | 27 | 8 | 7 | 9 |
Bars Traded | 3544 | 1808 | 1736 | 3544 | 1808 | 1736 |
Profit Streak | 13.8438 | 0 | 65.3438 | 0 | 34.3438 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415254 | 298642 | -362330 | -615011 | -601705 | -463428 |
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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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