Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593998.0244 | 538826.8512 | 55171.1732 | 307648.9767 | 603907.8455 | -296258.8688 |
Total P&L (%) | 593.998 | 538.8269 | 55.1712 | 307.649 | 603.9078 | -296.2589 |
Avg Daily Profit (%) | 0.2851 | 0.2586 | 0.0265 | 0.0675 | 0.0937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146285 | -153591 | -129651 | -898090 | -452139 | -505528 |
Profit Factor | 1.4548 | 1.8304 | 1.0839 | 1.0779 | 1.3138 | 0.8538 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Profitability (%) | 46.6238 | 42.9487 | 50.3226 | 46.6238 | 42.9487 | 50.3226 |
Ratio Avg Win / Avg Loss | 1.6654 | 2.4314 | 1.07 | 1.234 | 1.7452 | 0.8429 |
Largest Winning Trade | 279010 | 279010 | 71362 | 786284 | 786284 | 184932 |
Largest Losing Trade | -39051 | -25692 | -39051 | -299308 | -157752 | -299308 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 88 | 75 | 100 | 88 | 75 | 100 |
Avg Bars in Losers | 71 | 64 | 78 | 71 | 64 | 78 |
Bars Traded | 24702 | 10845 | 13857 | 24702 | 10845 | 13857 |
Profit Streak | 8.8557 | 8.8557 | 10.3557 | 8.8557 | 8.8557 | 10.3557 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444141 | 367221 | -285728 | -236286 | -67963 | -579824 |
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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) |
---|