Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352023.8184 | 220610.1014 | 131413.717 | 943473.0099 | 973759.1781 | -30286.1682 |
Total P&L (%) | 352.0238 | 220.6101 | 131.4137 | 943.473 | 973.7592 | -30.2862 |
Avg Daily Profit (%) | 0.3379 | 0.2118 | 0.1262 | 0.2254 | 0.2281 | -0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97401 | -38819 | -72967 | -1921079 | -747449 | -1507346 |
Profit Factor | 1.5144 | 1.6743 | 1.3679 | 1.164 | 1.3538 | 0.9899 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 42.8571 | 40 | 45.6954 | 42.8571 | 40 | 45.6954 |
Ratio Avg Win / Avg Loss | 2.0192 | 2.5115 | 1.6256 | 1.552 | 2.0306 | 1.1764 |
Largest Winning Trade | 55188 | 55188 | 38977 | 531030 | 473160 | 531030 |
Largest Losing Trade | -19165 | -14768 | -19165 | -241082 | -237124 | -241082 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 133 | 119 | 145 | 133 | 119 | 145 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 24816 | 11053 | 13763 | 24816 | 11053 | 13763 |
Profit Streak | 7.3997 | 0 | 12.6081 | 7.3997 | 0 | 12.6081 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388139 | 260468 | -23811 | -31294 | 221162 | -579935 |
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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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