Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628049.0328 | 540669.5308 | 87379.502 | 299720.9224 | 583884.0686 | -284163.1462 |
Total P&L (%) | 628.049 | 540.6695 | 87.3795 | 299.7209 | 583.8841 | -284.1631 |
Avg Daily Profit (%) | 0.2598 | 0.2236 | 0.0361 | 0.0573 | 0.0796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152067 | -101878 | -211949 | -1226216 | -580390 | -907274 |
Profit Factor | 1.486 | 1.8728 | 1.1299 | 1.0477 | 1.1963 | 0.9142 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 41.3655 | 37.9032 | 44.8 | 41.3655 | 37.9032 | 44.8 |
Ratio Avg Win / Avg Loss | 2.1064 | 3.0681 | 1.3922 | 1.4851 | 1.9599 | 1.1264 |
Largest Winning Trade | 280712 | 280712 | 48259 | 451593 | 451593 | 196494 |
Largest Losing Trade | -40777 | -21070 | -40777 | -223867 | -167083 | -223867 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 86 | 75 | 96 | 86 | 75 | 96 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 14282 | 6257 | 8025 | 14282 | 6257 | 8025 |
Profit Streak | 11.6611 | 0 | 15.8278 | 11.6611 | 0 | 15.8278 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340366 | 247150 | -223927 | -285861 | -94743 | -580776 |
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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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