Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440526.8994 | 422400.2456 | 18126.6538 | -34992.6494 | 1461842.5886 | -1496835.2379 |
Total P&L (%) | 440.5269 | 422.4002 | 18.1267 | -34.9926 | 1461.8426 | -1496.8352 |
Avg Daily Profit (%) | 0.2229 | 0.2137 | 0.0092 | -0.0218 | 0.1391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306102 | -263166 | -121555 | -2795390 | -1504952 | -2525039 |
Profit Factor | 1.2931 | 1.5122 | 1.0267 | 0.9955 | 1.45 | 0.6673 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Profitability (%) | 50.6024 | 47.5904 | 53.6145 | 50.6024 | 47.5904 | 53.6145 |
Ratio Avg Win / Avg Loss | 1.2623 | 1.6654 | 0.8883 | 0.9718 | 1.5968 | 0.5773 |
Largest Winning Trade | 173532 | 173532 | 54457 | 1631075 | 1631075 | 428479 |
Largest Losing Trade | -77119 | -42236 | -77119 | -2178742 | -364072 | -2178742 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Losers | 19 | 23 | 16 | 19 | 23 | 16 |
Bars Traded | 7579 | 4147 | 3432 | 7579 | 4147 | 3432 |
Profit Streak | 0 | 0 | 547.8816 | 0 | 0 | 547.8816 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358201 | 355852 | -379088 | -578686 | -5108 | -578349 |
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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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