Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489985.1643 | 305381.1615 | 184604.0028 | 1520964.2237 | 2031580.2118 | -510615.9881 |
Total P&L (%) | 489.9852 | 305.3812 | 184.604 | 1520.9642 | 2031.5802 | -510.616 |
Avg Daily Profit (%) | 0.2888 | 0.18 | 0.1088 | 0.1643 | 0.1805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121840 | -89687 | -93058 | -3881580 | -1351028 | -3119691 |
Profit Factor | 1.5247 | 1.6945 | 1.3735 | 1.1858 | 1.558 | 0.8877 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 45.5598 | 44.6154 | 46.5116 | 45.5598 | 44.6154 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.8218 | 2.1035 | 1.5796 | 1.4169 | 1.934 | 1.0208 |
Largest Winning Trade | 58788 | 58788 | 57120 | 1518018 | 1518018 | 1123651 |
Largest Losing Trade | -33484 | -18672 | -33484 | -983931 | -749291 | -983931 |
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 | 3365 | 1584 | 1781 | 3365 | 1584 | 1781 |
Profit Streak | 9.6142 | 47.6142 | 0 | 9.6142 | 47.6142 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414696 | 361908 | -47365 | -7887 | 361243 | -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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