Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573923.3025 | 333660.7028 | 240262.5996 | 3252737.9209 | 3101074.0582 | 151663.8627 |
Total P&L (%) | 573.9233 | 333.6607 | 240.2626 | 3252.7379 | 3101.0741 | 151.6639 |
Avg Daily Profit (%) | 0.3398 | 0.1975 | 0.1422 | 0.2081 | 0.2054 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99256 | -115126 | -66408 | -4678676 | -1878346 | -4018033 |
Profit Factor | 1.6668 | 1.7465 | 1.5808 | 1.2911 | 1.6197 | 1.0246 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Profitability (%) | 41.8182 | 40.146 | 43.4783 | 41.8182 | 40.146 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.3191 | 2.6038 | 2.055 | 1.7963 | 2.4148 | 1.332 |
Largest Winning Trade | 87048 | 87048 | 44127 | 1931822 | 1931822 | 1338556 |
Largest Losing Trade | -23950 | -20675 | -23950 | -1378480 | -1378480 | -1110574 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 20162 | 9640 | 10522 | 20162 | 9640 | 10522 |
Profit Streak | 0 | 40.39 | 0 | 0 | 40.39 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383262 | 283507 | -2979 | 270170 | 292123 | -316149 |
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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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