Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804354.7107 | 634910.7536 | 169443.9571 | 502918.7891 | 29265.5517 | 473653.2373 |
Total P&L (%) | 804.3547 | 634.9108 | 169.444 | 502.9188 | 29.2656 | 473.6532 |
Avg Daily Profit (%) | 0.5463 | 0.4312 | 0.1151 | 0.1221 | 0.0174 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84469 | -149792 | -83965 | -863987 | -802806 | -415792 |
Profit Factor | 1.5251 | 1.7784 | 1.2366 | 1.0646 | 1.007 | 1.1319 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 161 | 64 | 97 | 161 | 64 | 97 |
Losing Trades | 348 | 191 | 157 | 348 | 191 | 157 |
Profitability (%) | 31.6306 | 25.098 | 38.189 | 31.6306 | 25.098 | 38.189 |
Ratio Avg Win / Avg Loss | 3.2965 | 5.3075 | 2.0015 | 2.3012 | 3.0052 | 1.8321 |
Largest Winning Trade | 526498 | 526498 | 41532 | 343019 | 343019 | 238416 |
Largest Losing Trade | -22627 | -16345 | -22627 | -151247 | -148686 | -151247 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 33 | 38 | 30 | 33 | 38 | 30 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 8650 | 4244 | 4406 | 8650 | 4244 | 4406 |
Profit Streak | 0 | 0 | 18.6614 | 0 | 0 | 18.6614 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337020 | -14940 | -41550 | -182138 | -412798 | -111829 |
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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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