Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485218.0746 | 417011.789 | 68206.2857 | 272091.3684 | 1889273.6126 | -1617182.2442 |
Total P&L (%) | 485.2181 | 417.0118 | 68.2063 | 272.0914 | 1889.2736 | -1617.1822 |
Avg Daily Profit (%) | 0.2585 | 0.2222 | 0.0363 | 0.07 | 0.1594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254895 | -158161 | -123106 | -4815594 | -2336880 | -3282386 |
Profit Factor | 1.3166 | 1.5199 | 1.0934 | 1.0147 | 1.212 | 0.8323 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 182 | 78 | 104 | 182 | 78 | 104 |
Losing Trades | 286 | 156 | 130 | 286 | 156 | 130 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.069 | 3.0398 | 1.3667 | 1.5945 | 2.4239 | 1.0404 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 768712 |
Largest Losing Trade | -25903 | -19975 | -25903 | -711599 | -634084 | -711599 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5603 | 2612 | 2991 | 5603 | 2612 | 2991 |
Profit Streak | 10.6022 | 0 | 11.9355 | 10.6022 | 0 | 11.9355 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304919 | 173326 | -262861 | -303670 | 101278 | -579700 |
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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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