Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596836.4823 | 463034.8508 | 133801.6315 | 1147318.7915 | 1209570.0135 | -62251.222 |
Total P&L (%) | 596.8365 | 463.0349 | 133.8016 | 1147.3188 | 1209.57 | -62.2512 |
Avg Daily Profit (%) | 0.2388 | 0.1852 | 0.0535 | 0.101 | 0.103 | -0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131818 | -105029 | -69254 | -2215922 | -1758203 | -1143548 |
Profit Factor | 1.5329 | 1.7827 | 1.2532 | 1.1031 | 1.1921 | 0.9871 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Profitability (%) | 52.9605 | 52.6316 | 53.2895 | 52.9605 | 52.6316 | 53.2895 |
Ratio Avg Win / Avg Loss | 1.3615 | 1.6044 | 1.0985 | 0.9798 | 1.0728 | 0.8652 |
Largest Winning Trade | 174752 | 174752 | 60110 | 1408101 | 1408101 | 325007 |
Largest Losing Trade | -31149 | -31149 | -28694 | -720782 | -720782 | -346101 |
Avg Bars in Trades | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Winners | 39 | 29 | 50 | 39 | 29 | 50 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 9737 | 3827 | 5909 | 9737 | 3827 | 5909 |
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 | 426586 | 422484 | -120973 | -164494 | -63523 | -580110 |
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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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