Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580642.5162 | 519967.495 | 60675.0212 | 262043.6555 | 785860.0981 | -523816.4426 |
Total P&L (%) | 580.6425 | 519.9675 | 60.675 | 262.0437 | 785.8601 | -523.8164 |
Avg Daily Profit (%) | 0.2787 | 0.2496 | 0.0291 | 0.0618 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244625 | -186442 | -176983 | -1249731 | -802017 | -864337 |
Profit Factor | 1.4131 | 1.7343 | 1.087 | 1.0528 | 1.3123 | 0.7856 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 203 | 97 | 106 | 203 | 97 | 106 |
Losing Trades | 163 | 86 | 77 | 163 | 86 | 77 |
Profitability (%) | 55.4645 | 53.0055 | 57.9235 | 55.4645 | 53.0055 | 57.9235 |
Ratio Avg Win / Avg Loss | 1.1347 | 1.5376 | 0.7896 | 0.8454 | 1.1635 | 0.5707 |
Largest Winning Trade | 196319 | 196319 | 68982 | 856893 | 856893 | 175620 |
Largest Losing Trade | -40670 | -40670 | -34911 | -479792 | -479792 | -197559 |
Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Winners | 63 | 46 | 79 | 63 | 46 | 79 |
Avg Bars in Losers | 71 | 74 | 68 | 71 | 74 | 68 |
Bars Traded | 24687 | 10953 | 13734 | 24687 | 10953 | 13734 |
Profit Streak | 11.7861 | 11.8695 | 0 | 11.7861 | 11.8695 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458438 | 474010 | -279655 | -271257 | -51129 | -579348 |
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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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