Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590526.4534 | 425292.4258 | 165234.0275 | -815631.0069 | -705797.5659 | -109833.4411 |
Total P&L (%) | 590.5265 | 425.2924 | 165.234 | -815.631 | -705.7976 | -109.8334 |
Avg Daily Profit (%) | 0.3155 | 0.2272 | 0.0883 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243606 | -98470 | -200303 | -1284433 | -857892 | -632609 |
Profit Factor | 1.4671 | 1.6896 | 1.2552 | 0.6883 | 0.5256 | 0.9027 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 151 | 74 | 77 | 118 | 60 | 58 |
Losing Trades | 122 | 63 | 59 | 155 | 77 | 78 |
Profitability (%) | 55.3114 | 54.0146 | 56.6176 | 43.2234 | 43.7956 | 42.6471 |
Ratio Avg Win / Avg Loss | 1.1853 | 1.4384 | 0.9618 | 0.9041 | 0.6745 | 1.2139 |
Largest Winning Trade | 151203 | 151203 | 69893 | 297371 | 117477 | 297371 |
Largest Losing Trade | -120964 | -34238 | -120964 | -254060 | -254060 | -195796 |
Avg Bars in Trades | 81 | 72 | 89 | 81 | 72 | 89 |
Avg Bars in Winners | 85 | 78 | 92 | 80 | 66 | 95 |
Avg Bars in Losers | 76 | 66 | 86 | 81 | 77 | 85 |
Bars Traded | 22151 | 9945 | 12206 | 22151 | 9945 | 12206 |
Profit Streak | 0 | 0 | 50.1662 | 8.1662 | 60.9162 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440872 | 369833 | -75304 | -581311 | -581989 | -582164 |
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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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