Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800684.7129 | 617380.7933 | 183303.9196 | 1084002.1187 | -350653.5735 | 1434655.6922 |
Total P&L (%) | 800.6847 | 617.3808 | 183.3039 | 1084.0021 | -350.6536 | 1434.6557 |
Avg Daily Profit (%) | 0.338 | 0.2606 | 0.0774 | 0.1044 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166546 | -90711 | -241978 | -1659081 | -1415822 | -646974 |
Profit Factor | 1.7684 | 2.2554 | 1.3332 | 1.1963 | 0.8807 | 1.5555 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 52.3316 | 46.3918 | 58.3333 | 52.3316 | 46.3918 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6108 | 2.6062 | 0.9523 | 1.0897 | 1.0177 | 1.111 |
Largest Winning Trade | 309687 | 309687 | 60215 | 984246 | 587145 | 984246 |
Largest Losing Trade | -69675 | -34795 | -69675 | -631814 | -631814 | -488053 |
Avg Bars in Trades | 48 | 40 | 57 | 48 | 40 | 57 |
Avg Bars in Winners | 66 | 52 | 78 | 66 | 52 | 78 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 9368 | 3891 | 5477 | 9368 | 3891 | 5477 |
Profit Streak | 0 | 0 | 29.4572 | 0 | 0 | 29.4572 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499794 | 401407 | -89696 | -56489 | -580809 | -35631 |
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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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