Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663785.503 | 504140.2028 | 159645.3001 | 2373577.7569 | 910904.1324 | 1462673.6246 |
Total P&L (%) | 663.7855 | 504.1402 | 159.6453 | 2373.5778 | 910.9041 | 1462.6736 |
Avg Daily Profit (%) | 0.4103 | 0.3116 | 0.0987 | 0.1985 | 0.1431 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114490 | -145689 | -141987 | -704786 | -1094869 | -332437 |
Profit Factor | 1.9243 | 2.4004 | 1.4458 | 1.4699 | 1.2988 | 1.7305 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 37.5887 | 30.9859 | 44.2857 | 37.5887 | 30.9859 | 44.2857 |
Ratio Avg Win / Avg Loss | 3.1951 | 5.3464 | 1.8189 | 2.4406 | 2.8928 | 2.1771 |
Largest Winning Trade | 214586 | 214586 | 66495 | 1139430 | 1139430 | 675745 |
Largest Losing Trade | -35567 | -16652 | -35567 | -464132 | -464132 | -267394 |
Avg Bars in Trades | 135 | 108 | 161 | 135 | 108 | 161 |
Avg Bars in Winners | 249 | 223 | 268 | 249 | 223 | 268 |
Avg Bars in Losers | 66 | 57 | 77 | 66 | 57 | 77 |
Bars Traded | 19066 | 7735 | 11330 | 19066 | 7735 | 11330 |
Profit Streak | 0 | 0 | 497.5801 | 0 | 0 | 497.5801 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325280 | -80788 | -155259 | 208974 | -94777 | -85034 |
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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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