Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597400.6662 | 532708.0238 | 64692.6425 | 183950.8462 | 138628.4399 | 45322.4062 |
Total P&L (%) | 597.4007 | 532.708 | 64.6926 | 183.9508 | 138.6284 | 45.3224 |
Avg Daily Profit (%) | 0.2575 | 0.2296 | 0.0279 | 0.045 | 0.0375 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185610 | -119802 | -242513 | -1823152 | -1251274 | -796461 |
Profit Factor | 1.2332 | 1.4227 | 1.0497 | 1.0218 | 1.032 | 1.011 |
Total Trades | 807 | 404 | 403 | 807 | 404 | 403 |
Winning Trades | 278 | 122 | 156 | 278 | 122 | 156 |
Losing Trades | 529 | 282 | 247 | 529 | 282 | 247 |
Profitability (%) | 34.4486 | 30.198 | 38.7097 | 34.4486 | 30.198 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.3467 | 3.2885 | 1.6621 | 1.9443 | 2.3856 | 1.6007 |
Largest Winning Trade | 186225 | 186225 | 60604 | 508095 | 508095 | 354656 |
Largest Losing Trade | -26420 | -13372 | -26420 | -152851 | -152851 | -117779 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 13760 | 7194 | 6566 | 13760 | 7194 | 6566 |
Profit Streak | 6.062 | 7.3953 | 0 | 6.062 | 7.3953 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304482 | 181760 | -323261 | -329136 | -332160 | -382956 |
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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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