Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708300.5489 | 622771.8533 | 85528.6956 | 172982.873 | -461447.5707 | 634430.4437 |
Total P&L (%) | 708.3005 | 622.7719 | 85.5287 | 172.9829 | -461.4476 | 634.4304 |
Avg Daily Profit (%) | 0.4426 | 0.3892 | 0.0535 | 0.0628 | 0 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181716 | -154001 | -103959 | -1288631 | -1253921 | -453303 |
Profit Factor | 1.4627 | 1.7037 | 1.1324 | 1.0196 | 0.9075 | 1.1664 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 226 | 103 | 123 | 226 | 103 | 123 |
Losing Trades | 316 | 168 | 148 | 316 | 168 | 148 |
Profitability (%) | 41.6974 | 38.0074 | 45.3875 | 41.6974 | 38.0074 | 45.3875 |
Ratio Avg Win / Avg Loss | 2.0452 | 2.7789 | 1.3626 | 1.4257 | 1.4803 | 1.4034 |
Largest Winning Trade | 359904 | 359904 | 28106 | 430965 | 430965 | 216681 |
Largest Losing Trade | -40029 | -40029 | -16921 | -265301 | -265301 | -140616 |
Avg Bars in Trades | 17 | 26 | 8 | 17 | 26 | 8 |
Avg Bars in Winners | 22 | 38 | 9 | 22 | 38 | 9 |
Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
Bars Traded | 9314 | 7070 | 2244 | 9314 | 7070 | 2244 |
Profit Streak | 0 | 0 | 27.6491 | 0 | 0 | 27.6491 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438549 | 336934 | -196501 | -308136 | -582635 | -63778 |
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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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