Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425770.0163 | 287923.2553 | 137846.761 | 1542636.5004 | 1413374.1021 | 129262.3983 |
Total P&L (%) | 425.77 | 287.9233 | 137.8468 | 1542.6365 | 1413.3741 | 129.2624 |
Avg Daily Profit (%) | 0.4087 | 0.2764 | 0.1323 | 0.2691 | 0.2612 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59716 | -77022 | -59616 | -615993 | -217995 | -475314 |
Profit Factor | 1.655 | 1.9324 | 1.404 | 1.4914 | 2.0174 | 1.0739 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 183 | 101 | 82 | 183 | 101 | 82 |
Profitability (%) | 40.9677 | 34.8387 | 47.0968 | 40.9677 | 34.8387 | 47.0968 |
Ratio Avg Win / Avg Loss | 2.3848 | 3.6144 | 1.5771 | 2.149 | 3.7734 | 1.2063 |
Largest Winning Trade | 92840 | 92840 | 28856 | 453059 | 453059 | 288329 |
Largest Losing Trade | -23841 | -14186 | -23841 | -180177 | -127580 | -180177 |
Avg Bars in Trades | 79 | 74 | 85 | 79 | 74 | 85 |
Avg Bars in Winners | 130 | 128 | 132 | 130 | 128 | 132 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 24762 | 11478 | 13284 | 24762 | 11478 | 13284 |
Profit Streak | 6.1921 | 12.7338 | 6.1921 | 6.1921 | 12.7338 | 6.1921 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425366 | 249009 | -14711 | 369672 | 265225 | -226022 |
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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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