Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491525.2943 | 360195.1964 | 131330.0979 | 358460.9927 | 431568.8846 | -73107.8918 |
Total P&L (%) | 491.5253 | 360.1952 | 131.3301 | 358.461 | 431.5689 | -73.1079 |
Avg Daily Profit (%) | 0.236 | 0.1729 | 0.063 | 0.0731 | 0.0802 | -0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141349 | -43240 | -164677 | -892323 | -264953 | -649561 |
Profit Factor | 1.4713 | 1.8698 | 1.2088 | 1.0813 | 1.2401 | 0.972 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 46.5021 | 47.1074 | 45.9016 | 46.5021 | 47.1074 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.6926 | 2.0994 | 1.4247 | 1.244 | 1.3924 | 1.1456 |
Largest Winning Trade | 68298 | 68298 | 51566 | 301441 | 208980 | 301441 |
Largest Losing Trade | -69673 | -22731 | -69673 | -404442 | -151319 | -404442 |
Avg Bars in Trades | 101 | 69 | 133 | 101 | 69 | 133 |
Avg Bars in Winners | 127 | 83 | 172 | 127 | 83 | 172 |
Avg Bars in Losers | 78 | 56 | 100 | 78 | 56 | 100 |
Bars Traded | 24681 | 8373 | 16308 | 24681 | 8373 | 16308 |
Profit Streak | 56.1019 | 0 | 56.4352 | 56.1019 | 0 | 56.4352 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383136 | 344909 | -110484 | -225939 | -87472 | -580373 |
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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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