Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406603.7399 | 268720.1287 | 137883.6112 | 271964.4579 | -1535186.9107 | 1807151.3685 |
Total P&L (%) | 406.6037 | 268.7201 | 137.8836 | 271.9645 | -1535.1869 | 1807.1514 |
Avg Daily Profit (%) | 0.187 | 0.1236 | 0.0634 | 0.0604 | 0 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125098 | -127672 | -84912 | -2742827 | -3716916 | -513050 |
Profit Factor | 1.3281 | 1.3054 | 1.3836 | 1.0183 | 0.8676 | 1.5524 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 285 | 144 | 141 | 285 | 144 | 141 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 69.1748 | 69.9029 | 68.4466 | 69.1748 | 69.9029 | 68.4466 |
Ratio Avg Win / Avg Loss | 0.5918 | 0.5621 | 0.6378 | 0.4538 | 0.3736 | 0.7156 |
Largest Winning Trade | 30035 | 30035 | 14828 | 278915 | 259840 | 278915 |
Largest Losing Trade | -60085 | -52005 | -60085 | -1383157 | -1383157 | -439563 |
Avg Bars in Trades | 15 | 28 | 3 | 15 | 28 | 3 |
Avg Bars in Winners | 5 | 9 | 2 | 5 | 9 | 2 |
Avg Bars in Losers | 38 | 71 | 5 | 38 | 71 | 5 |
Bars Traded | 6483 | 5800 | 683 | 6483 | 5800 | 683 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396568 | -26191 | -106134 | -309383 | -577397 | -8327 |
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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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