Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783139.2691 | 611141.5408 | 171997.7282 | 495434.036 | 455722.9255 | 39711.1106 |
Total P&L (%) | 783.1393 | 611.1415 | 171.9977 | 495.434 | 455.7229 | 39.7111 |
Avg Daily Profit (%) | 0.5295 | 0.4132 | 0.1163 | 0.1207 | 0.116 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154593 | -131677 | -136689 | -1216606 | -759479 | -1110017 |
Profit Factor | 1.5209 | 1.8227 | 1.2262 | 1.0552 | 1.1038 | 1.0087 |
Total Trades | 568 | 284 | 284 | 568 | 284 | 284 |
Winning Trades | 181 | 76 | 105 | 181 | 76 | 105 |
Losing Trades | 387 | 208 | 179 | 387 | 208 | 179 |
Profitability (%) | 31.8662 | 26.7606 | 36.9718 | 31.8662 | 26.7606 | 36.9718 |
Ratio Avg Win / Avg Loss | 3.2519 | 4.9884 | 2.0903 | 2.2561 | 3.021 | 1.7195 |
Largest Winning Trade | 493987 | 493987 | 36620 | 754625 | 754625 | 230477 |
Largest Losing Trade | -27084 | -16752 | -27084 | -309465 | -140193 | -309465 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 31 | 28 | 32 | 31 | 28 | 32 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 8824 | 3751 | 5073 | 8824 | 3751 | 5073 |
Profit Streak | 0 | 0 | 10.3147 | 0 | 0 | 10.3147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345330 | -7529 | -40207 | -194395 | -164143 | -378005 |
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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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