Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576435.3457 | 341721.6136 | 234713.7321 | 1125055.7582 | -1262503.6176 | 2387559.3758 |
Total P&L (%) | 576.4353 | 341.7216 | 234.7137 | 1125.0558 | -1262.5036 | 2387.5594 |
Avg Daily Profit (%) | 0.3183 | 0.1887 | 0.1296 | 0.1384 | 0 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163428 | -119847 | -67572 | -7026494 | -5784263 | -3000432 |
Profit Factor | 1.6316 | 1.6835 | 1.5686 | 1.0479 | 0.9007 | 1.2217 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 43.1579 | 39.1608 | 47.1831 | 43.1579 | 39.1608 | 47.1831 |
Ratio Avg Win / Avg Loss | 2.1489 | 2.6155 | 1.7559 | 1.3802 | 1.3993 | 1.3676 |
Largest Winning Trade | 288817 | 288817 | 64370 | 2436127 | 2436127 | 1814265 |
Largest Losing Trade | -18171 | -16715 | -18171 | -732849 | -732849 | -672561 |
Avg Bars in Trades | 75 | 61 | 88 | 75 | 61 | 88 |
Avg Bars in Winners | 112 | 88 | 133 | 112 | 88 | 133 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 21378 | 8835 | 12543 | 21378 | 8835 | 12543 |
Profit Streak | 0 | 0 | 23.243 | 0 | 0 | 23.243 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394836 | 227634 | -17907 | -176805 | -583501 | 242076 |
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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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