Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590385.158 | 466195.5485 | 124189.6095 | 1038008.0666 | -112829.2012 | 1150837.2677 |
Total P&L (%) | 590.3852 | 466.1955 | 124.1896 | 1038.0081 | -112.8292 | 1150.8373 |
Avg Daily Profit (%) | 0.2988 | 0.2359 | 0.0628 | 0.1231 | 0 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134508 | -83111 | -193584 | -1284491 | -1139678 | -682259 |
Profit Factor | 1.5661 | 1.8434 | 1.2534 | 1.2096 | 0.9641 | 1.6375 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 54.5455 | 52.2727 | 56.8182 | 54.5455 | 52.2727 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3051 | 1.6831 | 0.9526 | 1.008 | 0.8803 | 1.2445 |
Largest Winning Trade | 115087 | 115087 | 70010 | 579374 | 579374 | 315658 |
Largest Losing Trade | -44898 | -40514 | -44898 | -589937 | -564517 | -589937 |
Avg Bars in Trades | 43 | 33 | 54 | 43 | 33 | 54 |
Avg Bars in Winners | 56 | 42 | 70 | 56 | 42 | 70 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 11522 | 4375 | 7147 | 11522 | 4375 | 7147 |
Profit Streak | 0 | 0 | 559.0241 | 0 | 0 | 559.0241 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452249 | 414604 | -108844 | -26692 | -580687 | -17787 |
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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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