Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776978.8967 | 545813.3578 | 231165.5389 | 982672.5139 | -521270.3853 | 1503942.8992 |
Total P&L (%) | 776.9789 | 545.8134 | 231.1655 | 982.6725 | -521.2704 | 1503.9429 |
Avg Daily Profit (%) | 0.4268 | 0.2998 | 0.127 | 0.1309 | 0 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100046 | -115156 | -37556 | -2430254 | -2001083 | -861111 |
Profit Factor | 1.9068 | 2.1288 | 1.6192 | 1.0915 | 0.9096 | 1.3024 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 129 | 58 | 71 | 129 | 58 | 71 |
Losing Trades | 164 | 89 | 75 | 164 | 89 | 75 |
Profitability (%) | 44.0273 | 39.4558 | 48.6301 | 44.0273 | 39.4558 | 48.6301 |
Ratio Avg Win / Avg Loss | 2.4241 | 3.2667 | 1.7104 | 1.3877 | 1.3957 | 1.3758 |
Largest Winning Trade | 585115 | 585115 | 59628 | 697525 | 697525 | 626376 |
Largest Losing Trade | -40242 | -40242 | -20375 | -521654 | -521654 | -485841 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 5308 | 2718 | 2590 | 5308 | 2718 | 2590 |
Profit Streak | 8.7061 | 9.7061 | 0 | 8.7061 | 9.7061 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495154 | 346215 | -20842 | -137492 | -582434 | 263110 |
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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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