Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527593.3046 | 486773.4958 | 40819.8088 | 163853.0896 | -81138.3839 | 244991.4735 |
Total P&L (%) | 527.5933 | 486.7735 | 40.8198 | 163.8531 | -81.1384 | 244.9915 |
Avg Daily Profit (%) | 0.2533 | 0.2337 | 0.0196 | 0.0466 | -0.0801 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143400 | -76125 | -118032 | -1666832 | -880930 | -1078454 |
Profit Factor | 1.3952 | 1.749 | 1.0596 | 1.02 | 0.9812 | 1.0633 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 162 | 76 | 86 | 162 | 76 | 86 |
Losing Trades | 153 | 82 | 71 | 153 | 82 | 71 |
Profitability (%) | 51.4286 | 48.1013 | 54.7771 | 51.4286 | 48.1013 | 54.7771 |
Ratio Avg Win / Avg Loss | 1.3177 | 1.8871 | 0.8748 | 0.9633 | 1.0587 | 0.8779 |
Largest Winning Trade | 196515 | 196515 | 40596 | 397245 | 397245 | 354962 |
Largest Losing Trade | -35092 | -35092 | -30647 | -410572 | -410572 | -316987 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 24603 | 12262 | 12341 | 24603 | 12262 | 12341 |
Profit Streak | 0 | 0 | 34.4921 | 0 | 0 | 34.4921 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395694 | 387321 | -323595 | -329031 | -579577 | -264173 |
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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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