Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601716.6956 | 376591.128 | 225125.5676 | 1079849.7435 | -606895.0952 | 1686744.8387 |
Total P&L (%) | 601.7167 | 376.5911 | 225.1256 | 1079.8497 | -606.8951 | 1686.7448 |
Avg Daily Profit (%) | 0.3316 | 0.2075 | 0.124 | 0.1361 | 0 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108134 | -101285 | -42452 | -3747180 | -3482888 | -1659466 |
Profit Factor | 1.7233 | 1.86 | 1.5714 | 1.0589 | 0.9369 | 1.1935 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 113 | 44 | 69 | 113 | 44 | 69 |
Losing Trades | 177 | 101 | 76 | 177 | 101 | 76 |
Profitability (%) | 38.9655 | 30.3448 | 47.5862 | 38.9655 | 30.3448 | 47.5862 |
Ratio Avg Win / Avg Loss | 2.6993 | 4.2695 | 1.7308 | 1.6586 | 2.1506 | 1.3146 |
Largest Winning Trade | 307998 | 307998 | 70021 | 2171256 | 2171256 | 1099369 |
Largest Losing Trade | -20330 | -20330 | -18694 | -589853 | -589853 | -557846 |
Avg Bars in Trades | 74 | 51 | 96 | 74 | 51 | 96 |
Avg Bars in Winners | 136 | 103 | 157 | 136 | 103 | 157 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 21487 | 7456 | 14031 | 21487 | 7456 | 14031 |
Profit Streak | 14.1553 | 0 | 17.072 | 14.1553 | 0 | 17.072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368958 | 122453 | -25094 | -167750 | -585814 | -503 |
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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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