Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631497.3982 | 540321.3391 | 91176.059 | 351471.847 | 472464.0629 | -120992.216 |
Total P&L (%) | 631.4974 | 540.3213 | 91.1761 | 351.4718 | 472.4641 | -120.9922 |
Avg Daily Profit (%) | 0.2607 | 0.223 | 0.0376 | 0.0622 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113116 | -92186 | -184755 | -610632 | -581046 | -473352 |
Profit Factor | 1.4276 | 1.738 | 1.1224 | 1.0689 | 1.184 | 0.9523 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Profitability (%) | 39.4984 | 39.6226 | 39.375 | 39.4984 | 39.6226 | 39.375 |
Ratio Avg Win / Avg Loss | 2.1867 | 2.6483 | 1.7282 | 1.6372 | 1.8042 | 1.4662 |
Largest Winning Trade | 273672 | 273672 | 40724 | 472893 | 472893 | 175797 |
Largest Losing Trade | -41992 | -41992 | -31185 | -304898 | -304898 | -158769 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 7164 | 3774 | 3390 | 7164 | 3774 | 3390 |
Profit Streak | 16.947 | 0 | 19.6137 | 16.947 | 0 | 19.6137 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322708 | 289755 | -230368 | -255050 | -117218 | -582125 |
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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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