Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528631.009 | 457319.1792 | 71311.8298 | 98752.7472 | 922423.4889 | -823670.7417 |
Total P&L (%) | 528.631 | 457.3192 | 71.3118 | 98.7527 | 922.4235 | -823.6707 |
Avg Daily Profit (%) | 0.2771 | 0.2397 | 0.0374 | 0.036 | 0.1219 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135222 | -101380 | -228154 | -2344815 | -760506 | -1912735 |
Profit Factor | 1.304 | 1.5877 | 1.0742 | 1.0092 | 1.1928 | 0.8622 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 191 | 94 | 97 | 191 | 94 | 97 |
Losing Trades | 189 | 96 | 93 | 189 | 96 | 93 |
Profitability (%) | 50.2632 | 49.4737 | 51.0526 | 50.2632 | 49.4737 | 51.0526 |
Ratio Avg Win / Avg Loss | 1.2904 | 1.6214 | 1.0299 | 0.9986 | 1.2181 | 0.8266 |
Largest Winning Trade | 112902 | 112902 | 38072 | 697313 | 697313 | 345738 |
Largest Losing Trade | -76683 | -25762 | -76683 | -1081557 | -466577 | -1081557 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5688 | 2837 | 2851 | 5688 | 2837 | 2851 |
Profit Streak | 8.2547 | 0 | 13.2547 | 8.2547 | 0 | 13.2547 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423940 | 411320 | -280376 | -353924 | -37823 | -579319 |
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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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