Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478638.1293 | 294034.1265 | 184604.0028 | 1380736.7239 | 1942809.67 | -562072.9461 |
Total P&L (%) | 478.6381 | 294.0341 | 184.604 | 1380.7367 | 1942.8097 | -562.0729 |
Avg Daily Profit (%) | 0.2831 | 0.1739 | 0.1092 | 0.1596 | 0.1786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121840 | -89687 | -93058 | -4272744 | -1487177 | -3434075 |
Profit Factor | 1.5176 | 1.6829 | 1.3735 | 1.1534 | 1.4859 | 0.8877 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 45.5253 | 44.5313 | 46.5116 | 45.5253 | 44.5313 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.8159 | 2.0963 | 1.5796 | 1.3801 | 1.8509 | 1.0208 |
Largest Winning Trade | 58788 | 58788 | 57120 | 1670996 | 1670996 | 1236886 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1083086 | -824800 | -1083086 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3330 | 1549 | 1781 | 3330 | 1549 | 1781 |
Profit Streak | 0 | 41.7501 | 0 | 0 | 41.7501 | 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 | 386584 | 342373 | -46851 | -44249 | 327963 | -580402 |
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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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