Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750429.3017 | 618306.4566 | 132122.8452 | 660656.0647 | -1981463.4164 | 2642119.4811 |
Total P&L (%) | 750.4293 | 618.3065 | 132.1228 | 660.6561 | -1981.4634 | 2642.1195 |
Avg Daily Profit (%) | 0.3185 | 0.2624 | 0.0561 | 0.0862 | 0 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157688 | -134705 | -148700 | -5598412 | -5726897 | -2161867 |
Profit Factor | 1.4927 | 1.7499 | 1.1891 | 1.0249 | 0.875 | 1.2476 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 191 | 105 | 86 | 191 | 105 | 86 |
Profitability (%) | 39.9371 | 33.9623 | 45.912 | 39.9371 | 33.9623 | 45.912 |
Ratio Avg Win / Avg Loss | 2.2449 | 3.4026 | 1.4009 | 1.5414 | 1.7014 | 1.4698 |
Largest Winning Trade | 321919 | 321919 | 48117 | 2124934 | 2124934 | 961174 |
Largest Losing Trade | -45070 | -27517 | -45070 | -1402831 | -1402831 | -878687 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 31 | 34 | 30 | 31 | 34 | 30 |
Avg Bars in Losers | 14 | 16 | 13 | 14 | 16 | 13 |
Bars Traded | 6927 | 3586 | 3341 | 6927 | 3586 | 3341 |
Profit Streak | 22.0122 | 23.0122 | 0 | 22.0122 | 23.0122 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359989 | 243145 | -131544 | -270953 | -583135 | -6131 |
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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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