Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624052.5323 | 417326.145 | 206726.3873 | 2978821.6539 | 886767.064 | 2092054.5898 |
Total P&L (%) | 624.0525 | 417.3261 | 206.7264 | 2978.8217 | 886.7671 | 2092.0546 |
Avg Daily Profit (%) | 0.2624 | 0.1754 | 0.0869 | 0.1442 | 0.0963 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126197 | -140422 | -63006 | -2128606 | -2028361 | -1116100 |
Profit Factor | 1.5629 | 1.7517 | 1.3736 | 1.2335 | 1.1306 | 1.3507 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 237 | 126 | 111 | 237 | 126 | 111 |
Profitability (%) | 37.7953 | 34.0314 | 41.5789 | 37.7953 | 34.0314 | 41.5789 |
Ratio Avg Win / Avg Loss | 2.5723 | 3.3955 | 1.93 | 2.0302 | 2.1917 | 1.8978 |
Largest Winning Trade | 168334 | 168334 | 42553 | 2225438 | 2225438 | 932013 |
Largest Losing Trade | -24645 | -24645 | -19802 | -708371 | -512074 | -708371 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 7067 | 3881 | 3185 | 7067 | 3881 | 3185 |
Profit Streak | 0 | 0 | 143.2535 | 0 | 0 | 143.2535 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320246 | 188802 | -77270 | -1834 | -145235 | -19696 |
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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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