Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413979.5603 | 180948.0476 | 233031.5127 | 248430.2509 | 658707.9847 | -410277.7337 |
Total P&L (%) | 413.9796 | 180.948 | 233.0315 | 248.4303 | 658.708 | -410.2777 |
Avg Daily Profit (%) | 0.2804 | 0.1225 | 0.1578 | 0.0846 | 0.1373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94997 | -129869 | -90612 | -1246838 | -471700 | -1459293 |
Profit Factor | 1.4232 | 1.3471 | 1.5101 | 1.0473 | 1.3036 | 0.8671 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 140 | 64 | 76 | 140 | 64 | 76 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 57.6132 | 52.8926 | 62.2951 | 57.6132 | 52.8926 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.0471 | 1.1997 | 0.914 | 0.7705 | 1.161 | 0.5248 |
Largest Winning Trade | 61138 | 61138 | 41210 | 369478 | 369478 | 204614 |
Largest Losing Trade | -79495 | -30332 | -79495 | -1152757 | -209807 | -1152757 |
Avg Bars in Trades | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Winners | 58 | 59 | 56 | 58 | 59 | 56 |
Avg Bars in Losers | 92 | 98 | 85 | 92 | 98 | 85 |
Bars Traded | 17678 | 9444 | 8234 | 17678 | 9444 | 8234 |
Profit Streak | 10.7057 | 19.8723 | 10.7057 | 10.7057 | 19.8723 | 10.7057 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449978 | -28343 | 323008 | -246899 | -8474 | -578766 |
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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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