Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804701.7075 | 641555.4963 | 163146.2112 | 468836.9176 | 88188.465 | 380648.4527 |
Total P&L (%) | 804.7017 | 641.5555 | 163.1462 | 468.8369 | 88.1885 | 380.6485 |
Avg Daily Profit (%) | 0.5465 | 0.4357 | 0.1108 | 0.1181 | 0.0429 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72615 | -143415 | -85049 | -668314 | -655064 | -490398 |
Profit Factor | 1.5111 | 1.7757 | 1.2183 | 1.0584 | 1.0208 | 1.1007 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 164 | 66 | 98 | 164 | 66 | 98 |
Losing Trades | 358 | 195 | 163 | 358 | 195 | 163 |
Profitability (%) | 31.4176 | 25.2874 | 37.5479 | 31.4176 | 25.2874 | 37.5479 |
Ratio Avg Win / Avg Loss | 3.2987 | 5.2463 | 2.0264 | 2.3105 | 3.0159 | 1.8307 |
Largest Winning Trade | 526498 | 526498 | 41769 | 412311 | 412311 | 200247 |
Largest Losing Trade | -22627 | -14801 | -22627 | -141586 | -141586 | -132767 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 32 | 37 | 29 | 32 | 37 | 29 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 8764 | 4310 | 4454 | 8764 | 4310 | 4454 |
Profit Streak | 0 | 0 | 18.9252 | 0 | 0 | 18.9252 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333484 | -14041 | -47578 | -194670 | -359562 | -162424 |
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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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