Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391793.5748 | 255200.4676 | 136593.1072 | 1289446.276 | 1480713.3916 | -191267.1156 |
Total P&L (%) | 391.7936 | 255.2005 | 136.5931 | 1289.4463 | 1480.7134 | -191.2671 |
Avg Daily Profit (%) | 0.3761 | 0.245 | 0.1311 | 0.2529 | 0.2654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95691 | -65602 | -66990 | -2083310 | -815123 | -1533815 |
Profit Factor | 1.5596 | 1.7646 | 1.3728 | 1.2666 | 1.7151 | 0.9309 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 45.8333 | 42.9487 | 48.7179 | 45.8333 | 42.9487 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8431 | 2.3441 | 1.4451 | 1.4969 | 2.2783 | 0.9799 |
Largest Winning Trade | 55401 | 55401 | 32566 | 795339 | 795339 | 598830 |
Largest Losing Trade | -29983 | -13925 | -29983 | -574151 | -338803 | -574151 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 106 | 91 | 119 | 106 | 91 | 119 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 24846 | 11144 | 13702 | 24846 | 11144 | 13702 |
Profit Streak | 0 | 38.6225 | 0 | 0 | 38.6225 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429083 | 374697 | -17675 | 301721 | 392522 | -581014 |
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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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