Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612313.8055 | 302948.0608 | 309365.7447 | 829889.5298 | -565819.7677 | 1395709.2976 |
Total P&L (%) | 612.3138 | 302.9481 | 309.3657 | 829.8895 | -565.8198 | 1395.7093 |
Avg Daily Profit (%) | 0.3685 | 0.1823 | 0.1862 | 0.1343 | 0 | 0.1629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150209 | -116584 | -75300 | -2804543 | -2229162 | -1318592 |
Profit Factor | 1.4218 | 1.3643 | 1.4989 | 1.0799 | 0.9138 | 1.3652 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 166 | 74 | 92 | 166 | 74 | 92 |
Losing Trades | 139 | 79 | 60 | 139 | 79 | 60 |
Profitability (%) | 54.4262 | 48.366 | 60.5263 | 54.4262 | 48.366 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.1906 | 1.4565 | 0.9775 | 0.9043 | 0.9756 | 0.8904 |
Largest Winning Trade | 132056 | 132056 | 43766 | 676745 | 676745 | 437956 |
Largest Losing Trade | -44772 | -44772 | -32620 | -751011 | -751011 | -525676 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3313 | 1660 | 1653 | 3313 | 1660 | 1653 |
Profit Streak | 0 | 0 | 19.5386 | 0 | 0 | 19.5386 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459109 | 282082 | 344749 | -145181 | -580889 | 323188 |
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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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