Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736314.1711 | 628935.4964 | 107378.6746 | 436557.6223 | 1092662.9651 | -656105.3428 |
Total P&L (%) | 736.3142 | 628.9355 | 107.3787 | 436.5576 | 1092.663 | -656.1053 |
Avg Daily Profit (%) | 0.3091 | 0.264 | 0.0451 | 0.0705 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161184 | -124662 | -231091 | -2902858 | -2297817 | -1858718 |
Profit Factor | 1.4527 | 1.7934 | 1.1288 | 1.0254 | 1.125 | 0.9223 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 134 | 58 | 76 | 134 | 58 | 76 |
Losing Trades | 212 | 115 | 97 | 212 | 115 | 97 |
Profitability (%) | 38.7283 | 33.526 | 43.9306 | 38.7283 | 33.526 | 43.9306 |
Ratio Avg Win / Avg Loss | 2.2983 | 3.5558 | 1.4407 | 1.6223 | 2.2306 | 1.1772 |
Largest Winning Trade | 266499 | 266499 | 62004 | 1305970 | 1305970 | 447664 |
Largest Losing Trade | -52154 | -20986 | -52154 | -636286 | -455832 | -636286 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 7067 | 3508 | 3559 | 7067 | 3508 | 3559 |
Profit Streak | 9.153 | 0 | 38.8196 | 9.153 | 0 | 38.8196 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340880 | 223488 | -211871 | -291850 | -141262 | -579413 |
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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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