Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902448.7546 | 713174.923 | 189273.8316 | 705041.3802 | -304796.0805 | 1009837.4607 |
Total P&L (%) | 902.4488 | 713.1749 | 189.2738 | 705.0414 | -304.7961 | 1009.8375 |
Avg Daily Profit (%) | 0.6106 | 0.4825 | 0.1281 | 0.1412 | 0 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144761 | -111459 | -74946 | -2905301 | -2212026 | -1323387 |
Profit Factor | 1.6953 | 2.0664 | 1.3008 | 1.0543 | 0.9553 | 1.1634 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 134 | 54 | 80 | 134 | 54 | 80 |
Losing Trades | 237 | 131 | 106 | 237 | 131 | 106 |
Profitability (%) | 36.1186 | 29.1892 | 43.0108 | 36.1186 | 29.1892 | 43.0108 |
Ratio Avg Win / Avg Loss | 2.9984 | 5.013 | 1.7236 | 1.8646 | 2.3174 | 1.5415 |
Largest Winning Trade | 624133 | 624133 | 37506 | 840630 | 840630 | 664052 |
Largest Losing Trade | -34087 | -20340 | -34087 | -640837 | -593866 | -640837 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 79 | 81 | 78 | 79 | 81 | 78 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 17637 | 8002 | 9635 | 17637 | 8002 | 9635 |
Profit Streak | 8.8705 | 0 | 11.7872 | 8.8705 | 0 | 11.7872 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430897 | 123939 | -22530 | -166623 | -588938 | -33616 |
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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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