Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792044.5106 | 630219.6597 | 161824.8509 | 1039676.1929 | 1100086.6759 | -60410.483 |
Total P&L (%) | 792.0445 | 630.2197 | 161.8249 | 1039.6762 | 1100.0867 | -60.4105 |
Avg Daily Profit (%) | 0.4949 | 0.3938 | 0.1011 | 0.1522 | 0.1554 | -0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99635 | -77217 | -102250 | -1243129 | -666138 | -1533805 |
Profit Factor | 1.8129 | 2.1599 | 1.3755 | 1.1218 | 1.2481 | 0.9853 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 149 | 67 | 82 | 149 | 67 | 82 |
Losing Trades | 162 | 89 | 73 | 162 | 89 | 73 |
Profitability (%) | 47.91 | 42.9487 | 52.9032 | 47.91 | 42.9487 | 52.9032 |
Ratio Avg Win / Avg Loss | 1.9711 | 2.8691 | 1.2245 | 1.2197 | 1.658 | 0.8771 |
Largest Winning Trade | 391523 | 391523 | 60750 | 918203 | 918203 | 354606 |
Largest Losing Trade | -48170 | -43627 | -48170 | -783433 | -367760 | -783433 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 86 | 75 | 95 | 86 | 75 | 95 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 18852 | 8173 | 10679 | 18852 | 8173 | 10679 |
Profit Streak | 0 | 0 | 38.4418 | 0 | 0 | 38.4418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533195 | 407607 | -56263 | -78072 | 217949 | -579599 |
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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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