Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449591.9045 | 401838.9277 | 47752.9768 | 20373.0962 | 922526.4095 | -902153.3132 |
Total P&L (%) | 449.5919 | 401.8389 | 47.753 | 20.3731 | 922.5264 | -902.1533 |
Avg Daily Profit (%) | 0.1866 | 0.1668 | 0.0198 | 0.0077 | 0.0965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138352 | -113762 | -205420 | -948929 | -364683 | -1142210 |
Profit Factor | 1.3186 | 1.6494 | 1.0603 | 1.0064 | 1.808 | 0.5567 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 53.9568 | 53.9568 | 53.9568 | 53.9568 | 53.9568 | 53.9568 |
Ratio Avg Win / Avg Loss | 1.1252 | 1.4075 | 0.9048 | 0.8588 | 1.5429 | 0.4751 |
Largest Winning Trade | 103767 | 103767 | 50328 | 365379 | 365379 | 73763 |
Largest Losing Trade | -70300 | -46424 | -70300 | -271116 | -163639 | -271116 |
Avg Bars in Trades | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 9533 | 4411 | 5122 | 9533 | 4411 | 5122 |
Profit Streak | 3.3908 | 0 | 23.1408 | 3.3908 | 0 | 23.1408 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320051 | 348368 | -322444 | -403137 | -59907 | -579414 |
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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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