Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597542.4952 | 371303.2332 | 226239.262 | 1750914.0495 | -746083.1825 | 2496997.232 |
Total P&L (%) | 597.5425 | 371.3032 | 226.2393 | 1750.9141 | -746.0832 | 2496.9972 |
Avg Daily Profit (%) | 0.2868 | 0.1782 | 0.1086 | 0.1402 | 0 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99981 | -91532 | -71733 | -3776624 | -3584398 | -1238532 |
Profit Factor | 1.5295 | 1.6321 | 1.4181 | 1.0681 | 0.9489 | 1.2247 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Profitability (%) | 41.844 | 38.2979 | 45.3901 | 41.844 | 38.2979 | 45.3901 |
Ratio Avg Win / Avg Loss | 2.1257 | 2.6295 | 1.7061 | 1.4844 | 1.5288 | 1.4734 |
Largest Winning Trade | 89393 | 89393 | 53883 | 1125866 | 1125866 | 957721 |
Largest Losing Trade | -47656 | -47656 | -30360 | -1685182 | -1685182 | -746195 |
Avg Bars in Trades | 87 | 96 | 79 | 87 | 96 | 79 |
Avg Bars in Winners | 126 | 136 | 118 | 126 | 136 | 118 |
Avg Bars in Losers | 60 | 71 | 47 | 60 | 71 | 47 |
Bars Traded | 24806 | 13541 | 11266 | 24806 | 13541 | 11266 |
Profit Streak | 0 | 0 | 30.9201 | 0 | 0 | 30.9201 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348490 | 208575 | -47529 | -152844 | -582731 | 210814 |
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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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