Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606895.0284 | 493368.2114 | 113526.8171 | 388269.2703 | 235425.4423 | 152843.828 |
Total P&L (%) | 606.895 | 493.3682 | 113.5268 | 388.2693 | 235.4254 | 152.8438 |
Avg Daily Profit (%) | 0.3252 | 0.2643 | 0.0608 | 0.085 | 0.0649 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158871 | -161388 | -60691 | -505655 | -461007 | -147847 |
Profit Factor | 1.4192 | 1.561 | 1.1997 | 1.1632 | 1.1571 | 1.1737 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 159 | 66 | 93 | 159 | 66 | 93 |
Losing Trades | 148 | 87 | 61 | 148 | 87 | 61 |
Profitability (%) | 51.7915 | 43.1373 | 60.3896 | 51.7915 | 43.1373 | 60.3896 |
Ratio Avg Win / Avg Loss | 1.321 | 2.0577 | 0.7869 | 1.0828 | 1.5252 | 0.7698 |
Largest Winning Trade | 145490 | 145490 | 30828 | 207687 | 207687 | 58398 |
Largest Losing Trade | -60837 | -60837 | -35076 | -232004 | -232004 | -100638 |
Avg Bars in Trades | 11 | 17 | 6 | 11 | 17 | 6 |
Avg Bars in Winners | 12 | 21 | 6 | 12 | 21 | 6 |
Avg Bars in Losers | 11 | 15 | 5 | 11 | 15 | 5 |
Bars Traded | 3661 | 2733 | 928 | 3661 | 2733 | 928 |
Profit Streak | 21.3223 | 0 | 28.3223 | 21.3223 | 0 | 28.3223 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453101 | 317374 | -111763 | -117790 | -155093 | -155232 |
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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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