Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946992.2417 | 748185.1749 | 198807.0668 | 3431248.369 | -743569.6166 | 4174817.9856 |
Total P&L (%) | 946.9922 | 748.1852 | 198.8071 | 3431.2484 | -743.5696 | 4174.818 |
Avg Daily Profit (%) | 0.3978 | 0.3143 | 0.0835 | 0.1498 | 0 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131280 | -91893 | -198271 | -8396046 | -7976659 | -3272602 |
Profit Factor | 1.5569 | 1.858 | 1.24 | 1.0796 | 0.9691 | 1.2192 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 157 | 67 | 90 | 157 | 67 | 90 |
Losing Trades | 271 | 147 | 124 | 271 | 147 | 124 |
Profitability (%) | 36.6822 | 31.3084 | 42.0561 | 36.6822 | 31.3084 | 42.0561 |
Ratio Avg Win / Avg Loss | 2.6874 | 4.0765 | 1.7084 | 1.8636 | 2.1262 | 1.6798 |
Largest Winning Trade | 309816 | 309816 | 58089 | 4156770 | 4156770 | 1829736 |
Largest Losing Trade | -24970 | -15957 | -24970 | -1325742 | -1105041 | -1325742 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7070 | 3761 | 3309 | 7070 | 3761 | 3309 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353834 | 220106 | -82879 | -127113 | -584426 | 220756 |
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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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