Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464318.1373 | 315430.4648 | 148887.6725 | 430491.7786 | -700957.4631 | 1131449.2417 |
Total P&L (%) | 464.3181 | 315.4305 | 148.8877 | 430.4918 | -700.9575 | 1131.4492 |
Avg Daily Profit (%) | 0.2424 | 0.1647 | 0.0777 | 0.0872 | 0 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172256 | -138345 | -52337 | -3754713 | -3147008 | -1076859 |
Profit Factor | 1.5329 | 1.5068 | 1.5982 | 1.0397 | 0.9168 | 1.4662 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 78.5978 | 78.5185 | 78.6765 | 78.5978 | 78.5185 | 78.6765 |
Ratio Avg Win / Avg Loss | 0.4174 | 0.4122 | 0.4332 | 0.2831 | 0.2508 | 0.3974 |
Largest Winning Trade | 27259 | 27259 | 11000 | 294189 | 294189 | 168068 |
Largest Losing Trade | -73622 | -73622 | -43723 | -1657817 | -1657817 | -976228 |
Avg Bars in Trades | 41 | 74 | 9 | 41 | 74 | 9 |
Avg Bars in Winners | 15 | 26 | 5 | 15 | 26 | 5 |
Avg Bars in Losers | 138 | 250 | 25 | 138 | 250 | 25 |
Bars Traded | 11341 | 10042 | 1299 | 11341 | 10042 | 1299 |
Profit Streak | 0 | 57.6081 | 0 | 0 | 57.6081 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466173 | 442704 | -84833 | -250023 | -575481 | -13964 |
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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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