Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425752.6152 | 242774.3894 | 182978.2257 | 749913.5535 | 749396.1019 | 517.4516 |
Total P&L (%) | 425.7526 | 242.7744 | 182.9782 | 749.9136 | 749.3961 | 0.5175 |
Avg Daily Profit (%) | 0.253 | 0.1443 | 0.1088 | 0.1273 | 0.1272 | 0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168250 | -121143 | -108573 | -487440 | -284544 | -342204 |
Profit Factor | 1.2132 | 1.2471 | 1.1803 | 1.1508 | 1.3152 | 1.0002 |
Total Trades | 1422 | 711 | 711 | 1422 | 711 | 711 |
Winning Trades | 496 | 239 | 257 | 496 | 239 | 257 |
Losing Trades | 926 | 472 | 454 | 926 | 472 | 454 |
Profitability (%) | 34.8805 | 33.6146 | 36.1463 | 34.8805 | 33.6146 | 36.1463 |
Ratio Avg Win / Avg Loss | 2.2649 | 2.4628 | 2.0851 | 2.1484 | 2.5974 | 1.7669 |
Largest Winning Trade | 68379 | 68379 | 49299 | 278947 | 278947 | 166313 |
Largest Losing Trade | -19493 | -12427 | -19493 | -97778 | -80260 | -97778 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 20143 | 9621 | 10522 | 20143 | 9621 | 10522 |
Profit Streak | 4.0851 | 0 | 4.9184 | 4.0851 | 0 | 4.9184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356433 | -2478 | -70180 | -75096 | -24392 | -578682 |
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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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