Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717503.5678 | 565260.6342 | 152242.9336 | 2133137.1449 | 2133405.1124 | -267.9675 |
Total P&L (%) | 717.5036 | 565.2606 | 152.2429 | 2133.1371 | 2133.4051 | -0.268 |
Avg Daily Profit (%) | 0.3631 | 0.2861 | 0.077 | 0.1573 | 0.1573 | -0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135859 | -94632 | -169306 | -2531616 | -2032622 | -1307635 |
Profit Factor | 1.5465 | 1.8228 | 1.2432 | 1.1981 | 1.3732 | 0.9999 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 193 | 92 | 101 | 193 | 92 | 101 |
Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
Profitability (%) | 48.1297 | 45.7711 | 50.5 | 48.1297 | 45.7711 | 50.5 |
Ratio Avg Win / Avg Loss | 1.6667 | 2.1597 | 1.2186 | 1.2912 | 1.627 | 0.9801 |
Largest Winning Trade | 143849 | 143849 | 61003 | 1495843 | 1495843 | 514568 |
Largest Losing Trade | -56488 | -31271 | -56488 | -766422 | -766422 | -462843 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 11669 | 5348 | 6321 | 11669 | 5348 | 6321 |
Profit Streak | 0 | 0 | 496.7588 | 0 | 0 | 496.7588 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496064 | 409019 | -88825 | 239970 | 304029 | -579261 |
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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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