Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909511.1307 | 826435.4094 | 83075.7213 | 213190.4227 | -73047.2566 | 286237.6793 |
Total P&L (%) | 909.5111 | 826.4354 | 83.0757 | 213.1904 | -73.0473 | 286.2377 |
Avg Daily Profit (%) | 0.393 | 0.3571 | 0.0359 | 0.0493 | -0.0566 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186080 | -133527 | -226777 | -2029925 | -1681558 | -599668 |
Profit Factor | 1.4664 | 1.8306 | 1.087 | 1.032 | 0.9807 | 1.0992 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 156 | 66 | 90 | 156 | 66 | 90 |
Losing Trades | 276 | 150 | 126 | 276 | 150 | 126 |
Profitability (%) | 36.1111 | 30.5556 | 41.6667 | 36.1111 | 30.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5944 | 4.1605 | 1.5218 | 1.8258 | 2.2288 | 1.5389 |
Largest Winning Trade | 472534 | 472534 | 58839 | 1178430 | 1178430 | 268267 |
Largest Losing Trade | -22568 | -21574 | -22568 | -252115 | -252115 | -234368 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 4589 | 2214 | 2375 | 4589 | 2214 | 2375 |
Profit Streak | 16.1085 | 0 | 22.6085 | 16.1085 | 0 | 22.6085 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345977 | 221208 | -270522 | -313524 | -584709 | -227058 |
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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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