Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511019.059 | 339253.2644 | 171765.7945 | 1712922.1999 | 693486.3246 | 1019435.8753 |
Total P&L (%) | 511.0191 | 339.2533 | 171.7658 | 1712.9222 | 693.4863 | 1019.4359 |
Avg Daily Profit (%) | 0.2733 | 0.1814 | 0.0919 | 0.1551 | 0.1108 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171249 | -106832 | -137577 | -512180 | -517837 | -323799 |
Profit Factor | 1.3614 | 1.4241 | 1.2797 | 1.2893 | 1.196 | 1.4279 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 321 | 141 | 180 | 321 | 141 | 180 |
Losing Trades | 265 | 152 | 113 | 265 | 152 | 113 |
Profitability (%) | 54.7782 | 48.1229 | 61.4334 | 54.7782 | 48.1229 | 61.4334 |
Ratio Avg Win / Avg Loss | 1.1239 | 1.5352 | 0.8034 | 1.0643 | 1.2893 | 0.8964 |
Largest Winning Trade | 85739 | 85739 | 23028 | 369204 | 369204 | 198778 |
Largest Losing Trade | -40842 | -34724 | -40842 | -232930 | -232930 | -212240 |
Avg Bars in Trades | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Winners | 11 | 15 | 7 | 11 | 15 | 7 |
Avg Bars in Losers | 14 | 17 | 10 | 14 | 17 | 10 |
Bars Traded | 7442 | 4952 | 2490 | 7442 | 4952 | 2490 |
Profit Streak | 0 | 0 | 13.7944 | 0 | 0 | 13.7944 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470951 | 357849 | -68689 | 418716 | -49059 | -17499 |
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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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