Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791606.2997 | 725539.7683 | 66066.5313 | 323723.6096 | -37268.8137 | 360992.4233 |
Total P&L (%) | 791.6063 | 725.5398 | 66.0665 | 323.7236 | -37.2688 | 360.9924 |
Avg Daily Profit (%) | 0.4101 | 0.3759 | 0.0342 | 0.0748 | -0.0242 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159622 | -107734 | -127599 | -805353 | -539849 | -489834 |
Profit Factor | 1.7202 | 2.2608 | 1.1262 | 1.0845 | 0.9811 | 1.1934 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 127 | 53 | 74 | 127 | 53 | 74 |
Losing Trades | 247 | 134 | 113 | 247 | 134 | 113 |
Profitability (%) | 33.9572 | 28.3422 | 39.5722 | 33.9572 | 28.3422 | 39.5722 |
Ratio Avg Win / Avg Loss | 3.3457 | 5.7159 | 1.7197 | 2.1091 | 2.4804 | 1.8224 |
Largest Winning Trade | 562635 | 562635 | 56163 | 400085 | 400085 | 256432 |
Largest Losing Trade | -24770 | -20739 | -24770 | -300369 | -133662 | -300369 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 11255 | 4943 | 6312 | 11255 | 4943 | 6312 |
Profit Streak | 27.7349 | 29.5682 | 0 | 27.7349 | 29.5682 | 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 | 336627 | 62 | -231690 | -223295 | -591842 | -97492 |
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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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