Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733673.7486 | 585190.6071 | 148483.1415 | 1380064.4541 | -706632.758 | 2086697.2121 |
Total P&L (%) | 733.6737 | 585.1906 | 148.4831 | 1380.0645 | -706.6328 | 2086.6972 |
Avg Daily Profit (%) | 0.3522 | 0.2809 | 0.0713 | 0.1294 | 0 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113910 | -109952 | -95791 | -4166774 | -3624580 | -1702832 |
Profit Factor | 1.843 | 2.3231 | 1.3469 | 1.0995 | 0.9066 | 1.3308 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 36.8421 | 31.5789 | 42.1053 | 36.8421 | 31.5789 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.1593 | 5.0334 | 1.8519 | 1.8849 | 1.9642 | 1.8298 |
Largest Winning Trade | 291970 | 291970 | 57099 | 1907051 | 1907051 | 1628766 |
Largest Losing Trade | -29361 | -22210 | -29361 | -900964 | -900964 | -891083 |
Avg Bars in Trades | 161 | 143 | 180 | 161 | 143 | 180 |
Avg Bars in Winners | 316 | 293 | 333 | 316 | 293 | 333 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 24616 | 10877 | 13738 | 24616 | 10877 | 13738 |
Profit Streak | 0 | 0 | 29.4082 | 0 | 0 | 29.4082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306540 | -43469 | -148283 | -134107 | -634622 | -45409 |
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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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