Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584012.9835 | 457089.3618 | 126923.6217 | 621108.5339 | 597134.3504 | 23974.1835 |
Total P&L (%) | 584.013 | 457.0894 | 126.9236 | 621.1085 | 597.1344 | 23.9742 |
Avg Daily Profit (%) | 0.2554 | 0.1999 | 0.0555 | 0.0864 | 0.085 | 0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160284 | -142097 | -131056 | -426594 | -322044 | -296321 |
Profit Factor | 1.4587 | 1.6878 | 1.2085 | 1.2393 | 1.4588 | 1.0185 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Losing Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Profitability (%) | 46.5574 | 47.0588 | 46.0526 | 46.5574 | 47.0588 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.6744 | 1.8988 | 1.4157 | 1.4226 | 1.6411 | 1.1931 |
Largest Winning Trade | 201246 | 201246 | 70635 | 304094 | 304094 | 115614 |
Largest Losing Trade | -36615 | -36615 | -30593 | -156839 | -156839 | -134123 |
Avg Bars in Trades | 44 | 36 | 51 | 44 | 36 | 51 |
Avg Bars in Winners | 53 | 38 | 68 | 53 | 38 | 68 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 13450 | 5616 | 7834 | 13450 | 5616 | 7834 |
Profit Streak | 0 | 0 | 7.6575 | 0 | 0 | 7.6575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393565 | 357143 | -119879 | -77157 | -77832 | -385274 |
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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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