Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822536.519 | 620257.8142 | 202278.7048 | 922525.1906 | 818311.4292 | 104213.7615 |
Total P&L (%) | 822.5365 | 620.2578 | 202.2787 | 922.5252 | 818.3114 | 104.2138 |
Avg Daily Profit (%) | 0.5571 | 0.4201 | 0.137 | 0.1576 | 0.1503 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126181 | -108928 | -71987 | -3754274 | -3057463 | -2759991 |
Profit Factor | 1.7564 | 2.1495 | 1.3692 | 1.0448 | 1.0837 | 1.0096 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 190 | 100 | 90 | 190 | 100 | 90 |
Profitability (%) | 42.2492 | 39.3939 | 45.122 | 42.2492 | 39.3939 | 45.122 |
Ratio Avg Win / Avg Loss | 2.4008 | 3.3069 | 1.6652 | 1.4282 | 1.6673 | 1.2279 |
Largest Winning Trade | 542074 | 542074 | 38233 | 1440804 | 1440804 | 972827 |
Largest Losing Trade | -34181 | -19567 | -34181 | -1010641 | -502018 | -1010641 |
Avg Bars in Trades | 52 | 44 | 61 | 52 | 44 | 61 |
Avg Bars in Winners | 78 | 65 | 89 | 78 | 65 | 89 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 17418 | 7308 | 10110 | 17418 | 7308 | 10110 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472525 | 366898 | -10127 | -164831 | -123524 | -339828 |
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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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