Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605026.4845 | 451502.5058 | 153523.9787 | 740829.7787 | -157042.0821 | 897871.8607 |
Total P&L (%) | 605.0265 | 451.5025 | 153.524 | 740.8298 | -157.0421 | 897.8719 |
Avg Daily Profit (%) | 0.2904 | 0.2167 | 0.0737 | 0.1023 | 0 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114445 | -121631 | -194004 | -710930 | -845936 | -379929 |
Profit Factor | 1.5513 | 1.8617 | 1.2677 | 1.1695 | 0.9325 | 1.4389 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 49.5575 | 46.0177 | 53.0973 | 49.5575 | 46.0177 | 53.0973 |
Ratio Avg Win / Avg Loss | 1.579 | 2.1839 | 1.1198 | 1.1903 | 1.0939 | 1.271 |
Largest Winning Trade | 96765 | 96765 | 61939 | 443381 | 443381 | 417435 |
Largest Losing Trade | -65996 | -22550 | -65996 | -254612 | -254612 | -236335 |
Avg Bars in Trades | 108 | 89 | 127 | 108 | 89 | 127 |
Avg Bars in Winners | 141 | 115 | 163 | 141 | 115 | 163 |
Avg Bars in Losers | 76 | 67 | 85 | 76 | 67 | 85 |
Bars Traded | 24504 | 10124 | 14380 | 24504 | 10124 | 14380 |
Profit Streak | 0 | 0 | 11.8012 | 0 | 0 | 11.8012 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451875 | 341820 | -93889 | -89169 | -580913 | -43371 |
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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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