Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597479.5523 | 547769.5524 | 49709.9999 | 89947.5972 | -1305928.4434 | 1395876.0406 |
Total P&L (%) | 597.4796 | 547.7696 | 49.71 | 89.9476 | -1305.9284 | 1395.876 |
Avg Daily Profit (%) | 0.2515 | 0.2305 | 0.0209 | 0.027 | 0 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189589 | -154502 | -79163 | -6636957 | -6191025 | -904355 |
Profit Factor | 1.4565 | 1.5963 | 1.1274 | 1.0058 | 0.8967 | 1.4685 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Losing Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Profitability (%) | 49.3671 | 54.2373 | 44.5378 | 49.3671 | 54.2373 | 44.5378 |
Ratio Avg Win / Avg Loss | 1.4938 | 1.3469 | 1.4039 | 1.0315 | 0.7566 | 1.8287 |
Largest Winning Trade | 182256 | 182256 | 56853 | 1762088 | 1762088 | 975283 |
Largest Losing Trade | -59918 | -59918 | -36967 | -2796886 | -2796886 | -507375 |
Avg Bars in Trades | 19 | 34 | 5 | 19 | 34 | 5 |
Avg Bars in Winners | 17 | 27 | 5 | 17 | 27 | 5 |
Avg Bars in Losers | 21 | 42 | 5 | 21 | 42 | 5 |
Bars Traded | 4666 | 4021 | 645 | 4666 | 4021 | 645 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388419 | 378070 | -248785 | -369719 | -580469 | -40350 |
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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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