Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942903.0493 | 828055.6329 | 114847.4164 | 889168.9735 | 264907.9433 | 624261.0302 |
Total P&L (%) | 942.903 | 828.0556 | 114.8474 | 889.169 | 264.9079 | 624.261 |
Avg Daily Profit (%) | 0.4072 | 0.3576 | 0.0496 | 0.099 | 0.0559 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140457 | -81031 | -251186 | -1062118 | -1164443 | -458380 |
Profit Factor | 1.509 | 1.8896 | 1.1246 | 1.1307 | 1.0723 | 1.199 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 159 | 72 | 87 | 159 | 72 | 87 |
Losing Trades | 321 | 168 | 153 | 321 | 168 | 153 |
Profitability (%) | 33.125 | 30 | 36.25 | 33.125 | 30 | 36.25 |
Ratio Avg Win / Avg Loss | 3.0465 | 4.4091 | 1.9778 | 2.2828 | 2.502 | 2.1086 |
Largest Winning Trade | 507880 | 507880 | 57230 | 668200 | 668200 | 319965 |
Largest Losing Trade | -30887 | -26205 | -30887 | -234060 | -234060 | -167928 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 13629 | 7364 | 6265 | 13629 | 7364 | 6265 |
Profit Streak | 13.8669 | 0 | 15.0336 | 13.8669 | 0 | 15.0336 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327690 | 212197 | -212805 | -139178 | -265237 | -82657 |
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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) |
---|