Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542262.6015 | 434870.3177 | 107392.2838 | 546374.1762 | -280305.2347 | 826679.4108 |
Total P&L (%) | 542.2626 | 434.8703 | 107.3923 | 546.3742 | -280.3052 | 826.6794 |
Avg Daily Profit (%) | 0.2743 | 0.22 | 0.0543 | 0.0945 | 0 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126252 | -130252 | -122201 | -2652071 | -2429612 | -915549 |
Profit Factor | 1.5138 | 1.822 | 1.2041 | 1.0554 | 0.9469 | 1.1805 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 50.6173 | 48.3607 | 52.8926 | 50.6173 | 48.3607 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.4769 | 1.9455 | 1.0724 | 1.0297 | 1.0111 | 1.0514 |
Largest Winning Trade | 140525 | 140525 | 65562 | 1249230 | 1113220 | 1249230 |
Largest Losing Trade | -53171 | -28302 | -53171 | -722564 | -684985 | -722564 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 7623 | 3507 | 4116 | 7623 | 3507 | 4116 |
Profit Streak | 0 | 0 | 494.252 | 0 | 0 | 494.252 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410946 | 383714 | -119768 | -224666 | -579701 | -62958 |
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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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