Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310354.1473 | 217647.2129 | 92706.9344 | 4554.4993 | 721269.2629 | -716714.7636 |
Total P&L (%) | 310.3541 | 217.6472 | 92.7069 | 4.5545 | 721.2693 | -716.7148 |
Avg Daily Profit (%) | 0.1644 | 0.1153 | 0.0491 | 0.0024 | 0.1116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210414 | -127383 | -139668 | -2381775 | -1030773 | -1779012 |
Profit Factor | 1.2555 | 1.3726 | 1.1471 | 1.0006 | 1.2198 | 0.8445 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 162 | 78 | 84 | 162 | 78 | 84 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 49.2401 | 47.2727 | 51.2195 | 49.2401 | 47.2727 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.2943 | 1.5309 | 1.0925 | 1.0315 | 1.3605 | 0.8043 |
Largest Winning Trade | 76276 | 76276 | 36749 | 337333 | 337333 | 316295 |
Largest Losing Trade | -58459 | -46453 | -58459 | -1124896 | -321873 | -1124896 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 5550 | 2908 | 2643 | 5550 | 2908 | 2643 |
Profit Streak | 19.4674 | 21.4674 | 0 | 19.4674 | 21.4674 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338006 | -37385 | -185344 | -573070 | -43930 | -580038 |
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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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