Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548385.0952 | 450344.3551 | 98040.74 | 632935.5623 | 1801762.9425 | -1168827.3802 |
Total P&L (%) | 548.3851 | 450.3444 | 98.0407 | 632.9356 | 1801.7629 | -1168.8274 |
Avg Daily Profit (%) | 0.2913 | 0.2392 | 0.0521 | 0.1059 | 0.1566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
Profit Factor | 1.374 | 1.5837 | 1.1411 | 1.0271 | 1.1581 | 0.9021 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 278 | 151 | 127 | 278 | 151 | 127 |
Profitability (%) | 39.3013 | 34.0611 | 44.5415 | 39.3013 | 34.0611 | 44.5415 |
Ratio Avg Win / Avg Loss | 2.1221 | 3.066 | 1.4208 | 1.5863 | 2.242 | 1.1233 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5628 | 2628 | 3000 | 5628 | 2628 | 3000 |
Profit Streak | 0 | 16.1467 | 0 | 0 | 16.1467 | 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 | 323139 | 222628 | -189857 | -242321 | -42510 | -580313 |
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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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