Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604248.546 | 364531.2436 | 239717.3025 | 1007927.9731 | -786434.5204 | 1794362.4935 |
Total P&L (%) | 604.2485 | 364.5312 | 239.7173 | 1007.928 | -786.4345 | 1794.3625 |
Avg Daily Profit (%) | 0.3347 | 0.2019 | 0.1328 | 0.1333 | 0 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94972 | -78430 | -75984 | -3093256 | -2079434 | -2554125 |
Profit Factor | 1.6277 | 1.6548 | 1.5907 | 1.0511 | 0.9291 | 1.208 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 139 | 62 | 77 | 139 | 62 | 77 |
Losing Trades | 154 | 85 | 69 | 154 | 85 | 69 |
Profitability (%) | 47.4403 | 42.1769 | 52.7397 | 47.4403 | 42.1769 | 52.7397 |
Ratio Avg Win / Avg Loss | 1.8034 | 2.2686 | 1.4254 | 1.1646 | 1.2737 | 1.0825 |
Largest Winning Trade | 304257 | 304257 | 59086 | 1473936 | 1473936 | 858848 |
Largest Losing Trade | -34496 | -28970 | -34496 | -1227716 | -791006 | -1227716 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 32 | 26 | 37 | 32 | 26 | 37 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 7114 | 3144 | 3970 | 7114 | 3144 | 3970 |
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 | 471088 | 282313 | -13428 | -178107 | -582040 | 277524 |
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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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