Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855037.8789 | 685014.4536 | 170023.4254 | 457643.9297 | -412760.4009 | 870404.3306 |
Total P&L (%) | 855.0379 | 685.0145 | 170.0234 | 457.6439 | -412.7604 | 870.4043 |
Avg Daily Profit (%) | 0.5807 | 0.4652 | 0.1155 | 0.1168 | 0 | 0.1545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155912 | -179595 | -35122 | -1503028 | -1365218 | -426812 |
Profit Factor | 1.8024 | 1.9558 | 1.4872 | 1.0537 | 0.928 | 1.3116 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 128 | 54 | 74 | 128 | 54 | 74 |
Losing Trades | 170 | 95 | 75 | 170 | 95 | 75 |
Profitability (%) | 42.953 | 36.2416 | 49.6644 | 42.953 | 36.2416 | 49.6644 |
Ratio Avg Win / Avg Loss | 2.3938 | 3.4408 | 1.5073 | 1.3994 | 1.6325 | 1.3293 |
Largest Winning Trade | 590667 | 590667 | 32872 | 919840 | 919840 | 272573 |
Largest Losing Trade | -30107 | -30107 | -24980 | -353061 | -353061 | -269572 |
Avg Bars in Trades | 29 | 39 | 18 | 29 | 39 | 18 |
Avg Bars in Winners | 39 | 59 | 23 | 39 | 59 | 23 |
Avg Bars in Losers | 22 | 28 | 13 | 22 | 28 | 13 |
Bars Traded | 8746 | 5929 | 2817 | 8746 | 5929 | 2817 |
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 | 497015 | 306331 | -36524 | -199474 | -583510 | 280463 |
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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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