Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515347.787 | 302944.4969 | 212403.2901 | 445999.2171 | -600813.7579 | 1046812.975 |
Total P&L (%) | 515.3478 | 302.9445 | 212.4033 | 445.9992 | -600.8138 | 1046.813 |
Avg Daily Profit (%) | 0.2828 | 0.1662 | 0.1166 | 0.0932 | 0 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151560 | -131880 | -56478 | -3142317 | -2954146 | -937792 |
Profit Factor | 1.5596 | 1.5695 | 1.5462 | 1.0359 | 0.9129 | 1.1895 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 174 | 78 | 96 | 174 | 78 | 96 |
Losing Trades | 201 | 110 | 91 | 201 | 110 | 91 |
Profitability (%) | 46.4 | 41.4894 | 51.3369 | 46.4 | 41.4894 | 51.3369 |
Ratio Avg Win / Avg Loss | 1.8016 | 2.2134 | 1.4657 | 1.1967 | 1.2874 | 1.1275 |
Largest Winning Trade | 318590 | 318590 | 68994 | 1456203 | 1456203 | 735774 |
Largest Losing Trade | -30652 | -30652 | -14893 | -457654 | -389094 | -457654 |
Avg Bars in Trades | 57 | 44 | 70 | 57 | 44 | 70 |
Avg Bars in Winners | 86 | 67 | 101 | 86 | 67 | 101 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 21576 | 8426 | 13150 | 21576 | 8426 | 13150 |
Profit Streak | 0 | 0 | 9.5263 | 0 | 0 | 9.5263 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435144 | 262561 | -33593 | -249026 | -581992 | -23638 |
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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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