Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863494.3718 | 765268.5889 | 98225.783 | 531800.9042 | 686301.4152 | -154500.511 |
Total P&L (%) | 863.4944 | 765.2686 | 98.2258 | 531.8009 | 686.3014 | -154.5005 |
Avg Daily Profit (%) | 0.3742 | 0.3316 | 0.0426 | 0.0799 | 0.0894 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138212 | -100417 | -169171 | -1895861 | -1257488 | -1213433 |
Profit Factor | 1.5934 | 2.0871 | 1.1308 | 1.0445 | 1.1125 | 0.9735 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 43.131 | 38.8535 | 47.4359 | 43.131 | 38.8535 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.1009 | 3.2846 | 1.253 | 1.3773 | 1.7508 | 1.0788 |
Largest Winning Trade | 357707 | 357707 | 66216 | 1112845 | 1112845 | 420087 |
Largest Losing Trade | -33465 | -29995 | -33465 | -493690 | -412449 | -493690 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 9104 | 4131 | 4973 | 9104 | 4131 | 4973 |
Profit Streak | 0 | 0 | 14.9318 | 0 | 0 | 14.9318 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423278 | 336277 | -212896 | -258124 | -172640 | -579259 |
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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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