Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641183.0571 | 508296.7775 | 132886.2796 | 183619.0554 | -538005.942 | 721624.9975 |
Total P&L (%) | 641.1831 | 508.2968 | 132.8863 | 183.6191 | -538.0059 | 721.625 |
Avg Daily Profit (%) | 0.4354 | 0.3452 | 0.0902 | 0.0708 | 0 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172837 | -137148 | -79159 | -1734772 | -1500757 | -785206 |
Profit Factor | 1.5462 | 1.7159 | 1.2865 | 1.017 | 0.9198 | 1.1759 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 154 | 68 | 86 | 154 | 68 | 86 |
Losing Trades | 171 | 95 | 76 | 171 | 95 | 76 |
Profitability (%) | 47.3846 | 41.7178 | 53.0864 | 47.3846 | 41.7178 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.7169 | 2.3971 | 1.1369 | 1.1292 | 1.285 | 1.0391 |
Largest Winning Trade | 464191 | 464191 | 62264 | 863487 | 863487 | 513357 |
Largest Losing Trade | -27207 | -23516 | -27207 | -407533 | -407533 | -252491 |
Avg Bars in Trades | 26 | 21 | 32 | 26 | 21 | 32 |
Avg Bars in Winners | 36 | 25 | 44 | 36 | 25 | 44 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 8719 | 3465 | 5254 | 8719 | 3465 | 5254 |
Profit Streak | 0 | 0 | 7.736 | 0 | 0 | 7.736 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493550 | 355892 | -71108 | -299263 | -581756 | -27253 |
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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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