Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598930.9739 | 357057.4505 | 241873.5235 | 1153539.2437 | -41619.275 | 1195158.5187 |
Total P&L (%) | 598.931 | 357.0575 | 241.8735 | 1153.5392 | -41.6193 | 1195.1585 |
Avg Daily Profit (%) | 0.3304 | 0.1969 | 0.1334 | 0.1396 | -0.0297 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93165 | -105667 | -38305 | -2225270 | -1863843 | -917094 |
Profit Factor | 1.5971 | 1.5843 | 1.6169 | 1.083 | 0.9949 | 1.2102 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 150 | 63 | 87 | 150 | 63 | 87 |
Losing Trades | 223 | 124 | 99 | 223 | 124 | 99 |
Profitability (%) | 40.2145 | 33.6898 | 46.7742 | 40.2145 | 33.6898 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.3743 | 3.1184 | 1.8399 | 1.61 | 1.9583 | 1.3771 |
Largest Winning Trade | 284941 | 284941 | 54429 | 1163578 | 1163578 | 472861 |
Largest Losing Trade | -31129 | -31129 | -17056 | -560568 | -413818 | -560568 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 7151 | 3705 | 3446 | 7151 | 3705 | 3446 |
Profit Streak | 27.2437 | 27.9937 | 0 | 27.2437 | 27.9937 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400517 | 195360 | -12422 | -135495 | -583101 | -4920 |
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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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