Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518734.2091 | 311306.5648 | 207427.6443 | 482868.5222 | -195919.3814 | 678787.9036 |
Total P&L (%) | 518.7342 | 311.3066 | 207.4276 | 482.8685 | -195.9194 | 678.7879 |
Avg Daily Profit (%) | 0.2874 | 0.1725 | 0.1149 | 0.0977 | 0 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89921 | -96283 | -57223 | -1077898 | -850850 | -973057 |
Profit Factor | 1.532 | 1.6593 | 1.4125 | 1.0615 | 0.946 | 1.1609 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 133 | 51 | 82 | 133 | 51 | 82 |
Losing Trades | 170 | 101 | 69 | 170 | 101 | 69 |
Profitability (%) | 43.8944 | 33.5526 | 54.3046 | 43.8944 | 33.5526 | 54.3046 |
Ratio Avg Win / Avg Loss | 1.9582 | 3.2861 | 1.1885 | 1.3568 | 1.8735 | 0.9768 |
Largest Winning Trade | 251378 | 251378 | 57336 | 563115 | 563115 | 534100 |
Largest Losing Trade | -42357 | -18975 | -42357 | -493260 | -154224 | -493260 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Losers | 24 | 20 | 31 | 24 | 20 | 31 |
Bars Traded | 10730 | 4262 | 6468 | 10730 | 4262 | 6468 |
Profit Streak | 0 | 0 | 18.6604 | 0 | 0 | 18.6604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381873 | 167441 | -37456 | -216166 | -583877 | -84544 |
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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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