Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565226.0139 | 416888.8831 | 148337.1307 | 1747884.914 | 528548.3825 | 1219336.5315 |
Total P&L (%) | 565.226 | 416.8889 | 148.3371 | 1747.8849 | 528.5484 | 1219.3365 |
Avg Daily Profit (%) | 0.2248 | 0.1658 | 0.059 | 0.1161 | 0.0731 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123805 | -98132 | -102416 | -5544738 | -3307768 | -3588568 |
Profit Factor | 1.4779 | 1.8523 | 1.2139 | 1.0879 | 1.0631 | 1.106 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Losing Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Profitability (%) | 52.3962 | 54.4872 | 50.3185 | 52.3962 | 54.4872 | 50.3185 |
Ratio Avg Win / Avg Loss | 1.3427 | 1.5472 | 1.1985 | 0.9884 | 0.888 | 1.092 |
Largest Winning Trade | 50426 | 50426 | 44143 | 1601286 | 741730 | 1601286 |
Largest Losing Trade | -52199 | -38603 | -52199 | -1448158 | -1448158 | -1362232 |
Avg Bars in Trades | 23 | 16 | 30 | 23 | 16 | 30 |
Avg Bars in Winners | 23 | 14 | 34 | 23 | 14 | 34 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 7372 | 2545 | 4827 | 7372 | 2545 | 4827 |
Profit Streak | 44.7966 | 44.7966 | 52.4633 | 44.7966 | 44.7966 | 52.4633 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470378 | 450738 | -112802 | -159448 | -245984 | -157623 |
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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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