Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525899.1973 | 305381.1615 | 220518.0358 | 2103117.8491 | 2761202.5985 | -658084.7494 |
Total P&L (%) | 525.8992 | 305.3812 | 220.518 | 2103.1178 | 2761.2026 | -658.0847 |
Avg Daily Profit (%) | 0.3098 | 0.1799 | 0.1299 | 0.1823 | 0.1978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121840 | -89687 | -93058 | -5275612 | -1836237 | -4240098 |
Profit Factor | 1.5631 | 1.6945 | 1.4462 | 1.189 | 1.558 | 0.8935 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 45.7692 | 44.6154 | 46.9231 | 45.7692 | 44.6154 | 46.9231 |
Ratio Avg Win / Avg Loss | 1.8521 | 2.1035 | 1.6359 | 1.4088 | 1.934 | 1.0107 |
Largest Winning Trade | 58788 | 58788 | 57120 | 2063200 | 2063200 | 1527199 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1337301 | -1018392 | -1337301 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3386 | 1584 | 1802 | 3386 | 1584 | 1802 |
Profit Streak | 10.6942 | 48.6942 | 0 | 10.6942 | 48.6942 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447105 | 361855 | -18635 | -4114 | 366536 | -580239 |
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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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