Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558949.4545 | 369537.2471 | 189412.2074 | 1670210.0496 | -250355.7394 | 1920565.789 |
Total P&L (%) | 558.9495 | 369.5372 | 189.4122 | 1670.2101 | -250.3557 | 1920.5658 |
Avg Daily Profit (%) | 0.235 | 0.1554 | 0.0796 | 0.1209 | 0 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144596 | -132489 | -62298 | -2385049 | -2689542 | -1226004 |
Profit Factor | 1.3753 | 1.3927 | 1.3453 | 1.0886 | 0.9796 | 1.2928 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 259 | 115 | 144 | 259 | 115 | 144 |
Losing Trades | 281 | 155 | 126 | 281 | 155 | 126 |
Profitability (%) | 47.963 | 42.5926 | 53.3333 | 47.963 | 42.5926 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4921 | 1.8771 | 1.1771 | 1.181 | 1.3204 | 1.1312 |
Largest Winning Trade | 61328 | 61328 | 22943 | 814733 | 814733 | 455009 |
Largest Losing Trade | -34138 | -34138 | -20669 | -836991 | -836991 | -576146 |
Avg Bars in Trades | 13 | 19 | 6 | 13 | 19 | 6 |
Avg Bars in Winners | 12 | 20 | 6 | 12 | 20 | 6 |
Avg Bars in Losers | 13 | 19 | 6 | 13 | 19 | 6 |
Bars Traded | 7067 | 5395 | 1672 | 7067 | 5395 | 1672 |
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 | 402755 | 261181 | -84706 | -151997 | -580857 | -22181 |
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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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