Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742831.7645 | 605406.4636 | 137425.3009 | 1710909.7922 | 1119662.3017 | 591247.4905 |
Total P&L (%) | 742.8318 | 605.4065 | 137.4253 | 1710.9098 | 1119.6623 | 591.2475 |
Avg Daily Profit (%) | 0.3566 | 0.2906 | 0.066 | 0.1391 | 0.1201 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130841 | -99232 | -120876 | -5010663 | -3677455 | -2492143 |
Profit Factor | 1.6175 | 1.8893 | 1.2631 | 1.0909 | 1.1012 | 1.0761 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Profitability (%) | 42.1053 | 37.3239 | 46.8531 | 42.1053 | 37.3239 | 46.8531 |
Ratio Avg Win / Avg Loss | 2.224 | 3.1725 | 1.4328 | 1.5 | 1.8493 | 1.2207 |
Largest Winning Trade | 156281 | 156281 | 47839 | 3376331 | 3376331 | 978264 |
Largest Losing Trade | -40807 | -40807 | -30278 | -1461593 | -1461593 | -1369541 |
Avg Bars in Trades | 86 | 75 | 97 | 86 | 75 | 97 |
Avg Bars in Winners | 119 | 114 | 123 | 119 | 114 | 123 |
Avg Bars in Losers | 62 | 52 | 74 | 62 | 52 | 74 |
Bars Traded | 24651 | 10681 | 13970 | 24651 | 10681 | 13970 |
Profit Streak | 31.5319 | 0 | 40.7819 | 31.5319 | 0 | 40.7819 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410354 | 262476 | -105845 | -128477 | -145374 | -206218 |
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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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