Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660818.8929 | 486304.059 | 174514.8339 | 325702.9833 | 299009.436 | 26693.5473 |
Total P&L (%) | 660.8189 | 486.3041 | 174.5148 | 325.703 | 299.0094 | 26.6935 |
Avg Daily Profit (%) | 0.4455 | 0.3278 | 0.1176 | 0.0977 | 0.0933 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103061 | -114851 | -105521 | -969538 | -871633 | -598000 |
Profit Factor | 1.4899 | 1.7003 | 1.2666 | 1.0493 | 1.088 | 1.0083 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 134 | 57 | 77 | 134 | 57 | 77 |
Losing Trades | 181 | 100 | 81 | 181 | 100 | 81 |
Profitability (%) | 42.5397 | 36.3057 | 48.7342 | 42.5397 | 36.3057 | 48.7342 |
Ratio Avg Win / Avg Loss | 2.0124 | 2.9829 | 1.3324 | 1.4173 | 1.9088 | 1.0607 |
Largest Winning Trade | 339851 | 339851 | 43171 | 396330 | 396330 | 145412 |
Largest Losing Trade | -68494 | -27410 | -68494 | -251507 | -245032 | -251507 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 76 | 80 | 73 | 76 | 80 | 73 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 17612 | 9210 | 8402 | 17612 | 9210 | 8402 |
Profit Streak | 14.5364 | 0 | 16.8697 | 14.5364 | 0 | 16.8697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425805 | 247571 | -35716 | -229496 | -195999 | -385970 |
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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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