Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617553.4191 | 432084.8784 | 185468.5407 | 1110051.9223 | 14064.8861 | 1095987.0362 |
Total P&L (%) | 617.5534 | 432.0849 | 185.4685 | 1110.0519 | 14.0649 | 1095.987 |
Avg Daily Profit (%) | 0.3877 | 0.2713 | 0.1165 | 0.1567 | 0.0083 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86209 | -133049 | -66418 | -1963097 | -1703714 | -1449442 |
Profit Factor | 1.6218 | 1.7343 | 1.4582 | 1.0735 | 1.0016 | 1.1768 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 162 | 73 | 89 | 162 | 73 | 89 |
Losing Trades | 124 | 70 | 54 | 124 | 70 | 54 |
Profitability (%) | 56.6434 | 51.049 | 62.2378 | 56.6434 | 51.049 | 62.2378 |
Ratio Avg Win / Avg Loss | 1.2414 | 1.6631 | 0.8848 | 0.8217 | 0.9604 | 0.714 |
Largest Winning Trade | 190421 | 190421 | 54235 | 880955 | 880955 | 849272 |
Largest Losing Trade | -46164 | -46164 | -34055 | -895683 | -895683 | -805959 |
Avg Bars in Trades | 32 | 43 | 21 | 32 | 43 | 21 |
Avg Bars in Winners | 26 | 34 | 19 | 26 | 34 | 19 |
Avg Bars in Losers | 41 | 53 | 25 | 41 | 53 | 25 |
Bars Traded | 9393 | 6288 | 3105 | 9393 | 6288 | 3105 |
Profit Streak | 16.4544 | 29.2877 | 16.4544 | 16.4544 | 29.2877 | 16.4544 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555848 | 465990 | -35890 | -129799 | -440132 | -17807 |
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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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