Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822158.4255 | 658023.1684 | 164135.257 | 1615949.5258 | -415982.7843 | 2031932.3102 |
Total P&L (%) | 822.1584 | 658.0232 | 164.1353 | 1615.9495 | -415.9828 | 2031.9323 |
Avg Daily Profit (%) | 0.3453 | 0.2764 | 0.0689 | 0.1195 | 0 | 0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128584 | -104612 | -175650 | -5836671 | -4926367 | -1692618 |
Profit Factor | 1.5115 | 1.8095 | 1.2066 | 1.0706 | 0.9672 | 1.1991 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 143 | 61 | 82 | 143 | 61 | 82 |
Losing Trades | 244 | 132 | 112 | 244 | 132 | 112 |
Profitability (%) | 36.9509 | 31.6062 | 42.268 | 36.9509 | 31.6062 | 42.268 |
Ratio Avg Win / Avg Loss | 2.579 | 3.9156 | 1.648 | 1.8267 | 2.093 | 1.6377 |
Largest Winning Trade | 309816 | 309816 | 58089 | 2635856 | 2635856 | 1149641 |
Largest Losing Trade | -24970 | -14679 | -24970 | -670121 | -670121 | -636900 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 6895 | 3629 | 3266 | 6895 | 3629 | 3266 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323768 | 205306 | -102524 | -177671 | -584420 | -23649 |
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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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