Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989140.1522 | 878498.6242 | 110641.5281 | 995520.6938 | -7641.2896 | 1003161.9834 |
Total P&L (%) | 989.1402 | 878.4986 | 110.6415 | 995.5207 | -7.6413 | 1003.162 |
Avg Daily Profit (%) | 0.4267 | 0.379 | 0.0477 | 0.1033 | -0.0034 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166887 | -117751 | -199111 | -1349637 | -1435335 | -358248 |
Profit Factor | 1.6373 | 2.0442 | 1.1557 | 1.15 | 0.9981 | 1.3919 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 264 | 137 | 127 | 264 | 137 | 127 |
Profitability (%) | 31.6062 | 29.0155 | 34.1969 | 31.6062 | 29.0155 | 34.1969 |
Ratio Avg Win / Avg Loss | 3.543 | 5.0009 | 2.2238 | 2.4886 | 2.4418 | 2.6783 |
Largest Winning Trade | 419937 | 419937 | 45623 | 1284926 | 1284926 | 307253 |
Largest Losing Trade | -34289 | -34289 | -24565 | -356393 | -356393 | -219203 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 37 | 41 | 33 | 37 | 41 | 33 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 6781 | 3697 | 3085 | 6781 | 3697 | 3085 |
Profit Streak | 13.664 | 0 | 13.9973 | 13.664 | 0 | 13.9973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317473 | 74489 | -182164 | -113272 | -589384 | -57284 |
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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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