Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618533.1409 | 412824.0388 | 205709.1021 | 2792161.5291 | 798316.1885 | 1993845.3406 |
Total P&L (%) | 618.5331 | 412.824 | 205.7091 | 2792.1615 | 798.3162 | 1993.8453 |
Avg Daily Profit (%) | 0.26 | 0.1736 | 0.0865 | 0.1415 | 0.0923 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104500 | -129354 | -57444 | -2311741 | -1939297 | -1600867 |
Profit Factor | 1.5466 | 1.719 | 1.369 | 1.1957 | 1.1043 | 1.3015 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 247 | 132 | 115 | 247 | 132 | 115 |
Profitability (%) | 37.4684 | 33.3333 | 41.6244 | 37.4684 | 33.3333 | 41.6244 |
Ratio Avg Win / Avg Loss | 2.5811 | 3.4379 | 1.9199 | 1.9955 | 2.2086 | 1.8252 |
Largest Winning Trade | 168334 | 168334 | 42553 | 2585333 | 2585333 | 1082737 |
Largest Losing Trade | -24645 | -24645 | -19802 | -822929 | -594886 | -822929 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 30 | 37 | 25 | 30 | 37 | 25 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 7070 | 3890 | 3180 | 7070 | 3890 | 3180 |
Profit Streak | 0 | 0 | 136.5329 | 0 | 0 | 136.5329 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313981 | 177490 | -77815 | -10323 | -179663 | -22518 |
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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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