Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904870.8298 | 812710.3509 | 92160.4788 | 201080.5056 | 320715.8124 | -119635.3068 |
Total P&L (%) | 904.8708 | 812.7104 | 92.1605 | 201.0805 | 320.7158 | -119.6353 |
Avg Daily Profit (%) | 0.4878 | 0.4381 | 0.0497 | 0.0594 | 0.0775 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111284 | -130298 | -86309 | -1024356 | -631888 | -524205 |
Profit Factor | 1.6829 | 2.2337 | 1.1383 | 1.0473 | 1.1563 | 0.9455 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 157 | 74 | 83 | 157 | 74 | 83 |
Losing Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Profitability (%) | 50.8091 | 48.0519 | 53.5484 | 50.8091 | 48.0519 | 53.5484 |
Ratio Avg Win / Avg Loss | 1.6293 | 2.4149 | 0.9875 | 1.014 | 1.2501 | 0.8202 |
Largest Winning Trade | 771481 | 771481 | 40539 | 789117 | 789117 | 191187 |
Largest Losing Trade | -39357 | -39357 | -32365 | -289122 | -234573 | -289122 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 38 | 47 | 30 | 38 | 47 | 30 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 10932 | 6342 | 4591 | 10932 | 6342 | 4591 |
Profit Streak | 10.6508 | 0 | 16.1508 | 10.6508 | 0 | 16.1508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577978 | 497439 | -195043 | -279657 | -138582 | -579206 |
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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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