Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720213.0344 | 668370.6141 | 51842.4203 | 306991.2603 | 1439049.4915 | -1132058.2312 |
Total P&L (%) | 720.213 | 668.3706 | 51.8424 | 306.9913 | 1439.0495 | -1132.0582 |
Avg Daily Profit (%) | 0.3028 | 0.281 | 0.0218 | 0.059 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185480 | -124475 | -143159 | -6889628 | -3689288 | -4632737 |
Profit Factor | 1.4653 | 1.9255 | 1.0628 | 1.0108 | 1.1063 | 0.9245 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Losing Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Profitability (%) | 46.8278 | 47.5904 | 46.0606 | 46.8278 | 47.5904 | 46.0606 |
Ratio Avg Win / Avg Loss | 1.6638 | 2.1205 | 1.2446 | 1.1477 | 1.2184 | 1.0826 |
Largest Winning Trade | 216677 | 216677 | 71930 | 2921172 | 2119458 | 2921172 |
Largest Losing Trade | -51165 | -41322 | -51165 | -1800827 | -1155185 | -1800827 |
Avg Bars in Trades | 41 | 30 | 53 | 41 | 30 | 53 |
Avg Bars in Winners | 62 | 39 | 85 | 62 | 39 | 85 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 13883 | 5062 | 8821 | 13883 | 5062 | 8821 |
Profit Streak | 0 | 0 | 18.7276 | 0 | 0 | 18.7276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418266 | 423482 | -317078 | -322294 | -143230 | -579773 |
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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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