Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661723.2715 | 448532.0494 | 213191.2221 | 1437899.9396 | 1725524.4663 | -287624.5267 |
Total P&L (%) | 661.7233 | 448.532 | 213.1912 | 1437.8999 | 1725.5245 | -287.6245 |
Avg Daily Profit (%) | 0.3443 | 0.2334 | 0.1109 | 0.1423 | 0.1513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169174 | -109398 | -105588 | -11593984 | -6722073 | -5737278 |
Profit Factor | 1.5189 | 1.7761 | 1.3058 | 1.0343 | 1.0856 | 0.9868 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Profitability (%) | 59.751 | 61.6667 | 57.8512 | 59.751 | 61.6667 | 57.8512 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.104 | 0.9514 | 0.6967 | 0.6749 | 0.719 |
Largest Winning Trade | 62302 | 62302 | 36692 | 1734988 | 1483495 | 1734988 |
Largest Losing Trade | -53583 | -41242 | -53583 | -3184749 | -3184749 | -2435688 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
Bars Traded | 5670 | 2706 | 2964 | 5670 | 2706 | 2964 |
Profit Streak | 0 | 69.9837 | 0 | 0 | 69.9837 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485862 | 471478 | -45369 | -184310 | -117448 | -579715 |
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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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