Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798482.0854 | 666707.8413 | 131774.2441 | 487242.2458 | 184963.8119 | 302278.4339 |
Total P&L (%) | 798.4821 | 666.7078 | 131.7742 | 487.2422 | 184.9638 | 302.2784 |
Avg Daily Profit (%) | 0.4957 | 0.4139 | 0.0818 | 0.11 | 0.065 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124163 | -103660 | -110475 | -1016293 | -803355 | -1041838 |
Profit Factor | 2.0119 | 2.5247 | 1.3746 | 1.1042 | 1.0743 | 1.1384 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 95 | 56 | 39 | 95 | 56 | 39 |
Profitability (%) | 34.4828 | 23.2877 | 45.8333 | 34.4828 | 23.2877 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.8226 | 8.3168 | 1.6245 | 2.098 | 3.5388 | 1.3453 |
Largest Winning Trade | 499641 | 499641 | 67134 | 628423 | 628423 | 505113 |
Largest Losing Trade | -47936 | -21239 | -47936 | -290235 | -267090 | -290235 |
Avg Bars in Trades | 131 | 107 | 155 | 131 | 107 | 155 |
Avg Bars in Winners | 281 | 286 | 279 | 281 | 286 | 279 |
Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
Bars Traded | 19042 | 7830 | 11212 | 19042 | 7830 | 11212 |
Profit Streak | 0 | 0 | 55.3804 | 0 | 0 | 55.3804 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314551 | -94641 | -162178 | -156623 | -353143 | -225958 |
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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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