Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633819.4789 | 463194.2997 | 170625.1792 | 1507477.8025 | 2525166.9807 | -1017689.1782 |
Total P&L (%) | 633.8195 | 463.1943 | 170.6252 | 1507.4778 | 2525.167 | -1017.6892 |
Avg Daily Profit (%) | 0.3343 | 0.2443 | 0.09 | 0.1466 | 0.1725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166003 | -110362 | -106046 | -6070180 | -4272065 | -3596386 |
Profit Factor | 1.482 | 1.6801 | 1.2691 | 1.058 | 1.2064 | 0.926 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 51.8293 | 50 | 53.6585 | 51.8293 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.3774 | 1.6801 | 1.0961 | 0.9833 | 1.2064 | 0.7997 |
Largest Winning Trade | 95215 | 95215 | 51756 | 1306204 | 1306204 | 981902 |
Largest Losing Trade | -47441 | -31519 | -47441 | -2107587 | -837243 | -2107587 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7406 | 3786 | 3619 | 7406 | 3786 | 3619 |
Profit Streak | 0 | 16.3849 | 0 | 0 | 16.3849 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454016 | 444208 | -71866 | -153094 | 304959 | -579722 |
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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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