Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601079.5101 | 416809.8542 | 184269.6559 | 1718819.5091 | -52641.3298 | 1771460.8389 |
Total P&L (%) | 601.0795 | 416.8099 | 184.2697 | 1718.8195 | -52.6413 | 1771.4608 |
Avg Daily Profit (%) | 0.2885 | 0.2001 | 0.0885 | 0.1393 | -0.0359 | 0.1407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140126 | -98505 | -227229 | -945581 | -1103294 | -382676 |
Profit Factor | 1.5268 | 1.7884 | 1.3009 | 1.317 | 0.9823 | 1.7228 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Profitability (%) | 49.0494 | 48.0916 | 50 | 49.0494 | 48.0916 | 50 |
Ratio Avg Win / Avg Loss | 1.586 | 1.9303 | 1.3009 | 1.368 | 1.0602 | 1.7228 |
Largest Winning Trade | 66468 | 66468 | 63809 | 512022 | 411873 | 512022 |
Largest Losing Trade | -49026 | -24407 | -49026 | -313708 | -313708 | -234590 |
Avg Bars in Trades | 94 | 74 | 112 | 94 | 74 | 112 |
Avg Bars in Winners | 118 | 88 | 146 | 118 | 88 | 146 |
Avg Bars in Losers | 70 | 62 | 79 | 70 | 62 | 79 |
Bars Traded | 24723 | 9814 | 14909 | 24723 | 9814 | 14909 |
Profit Streak | 17.8361 | 0 | 22.4194 | 17.8361 | 0 | 22.4194 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466096 | 362326 | -73945 | -4851 | -580060 | -678 |
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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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