Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469883.1388 | 387621.5773 | 82261.5614 | 483009.6883 | -236563.047 | 719572.7354 |
Total P&L (%) | 469.8831 | 387.6216 | 82.2616 | 483.0097 | -236.563 | 719.5727 |
Avg Daily Profit (%) | 0.1876 | 0.1548 | 0.0328 | 0.0704 | 0 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123219 | -115315 | -46383 | -2551131 | -2446462 | -864650 |
Profit Factor | 1.4315 | 1.5152 | 1.2444 | 1.034 | 0.9763 | 1.1717 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Losing Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Profitability (%) | 47.7064 | 48.4663 | 46.9512 | 47.7064 | 48.4663 | 46.9512 |
Ratio Avg Win / Avg Loss | 1.5691 | 1.6111 | 1.406 | 1.1335 | 1.0381 | 1.3238 |
Largest Winning Trade | 134640 | 134640 | 41783 | 1198999 | 1198999 | 415667 |
Largest Losing Trade | -30115 | -30115 | -14520 | -484242 | -484242 | -278382 |
Avg Bars in Trades | 45 | 77 | 14 | 45 | 77 | 14 |
Avg Bars in Winners | 61 | 105 | 16 | 61 | 105 | 16 |
Avg Bars in Losers | 31 | 50 | 12 | 31 | 50 | 12 |
Bars Traded | 14924 | 12569 | 2355 | 14924 | 12569 | 2355 |
Profit Streak | 10.4542 | 0 | 25.7875 | 10.4542 | 0 | 25.7875 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395446 | 340073 | -149327 | -280516 | -579409 | -112109 |
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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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