Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998535.8625 | 894124.7876 | 104411.0748 | 380311.1695 | -46266.0228 | 426577.1923 |
Total P&L (%) | 998.5359 | 894.1248 | 104.4111 | 380.3112 | -46.266 | 426.5772 |
Avg Daily Profit (%) | 0.4305 | 0.3855 | 0.045 | 0.0677 | -0.0268 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125912 | -107744 | -234502 | -1263321 | -1139841 | -720262 |
Profit Factor | 1.5165 | 1.9355 | 1.1068 | 1.0489 | 0.9888 | 1.1164 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 158 | 73 | 85 | 158 | 73 | 85 |
Losing Trades | 325 | 168 | 157 | 325 | 168 | 157 |
Profitability (%) | 32.7122 | 30.2905 | 35.124 | 32.7122 | 30.2905 | 35.124 |
Ratio Avg Win / Avg Loss | 3.1195 | 4.4544 | 2.0444 | 2.1575 | 2.2755 | 2.0621 |
Largest Winning Trade | 553081 | 553081 | 52624 | 699955 | 699955 | 246179 |
Largest Losing Trade | -21343 | -21343 | -19985 | -211599 | -211599 | -168697 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 4610 | 2085 | 2525 | 4610 | 2085 | 2525 |
Profit Streak | 17.4725 | 0 | 18.4725 | 17.4725 | 0 | 18.4725 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330216 | 238224 | -238933 | -271556 | -584681 | -192887 |
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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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