Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863117.6647 | 779429.3002 | 83688.3644 | 1303485.518 | 1615909.1494 | -312423.6313 |
Total P&L (%) | 863.1177 | 779.4293 | 83.6884 | 1303.4855 | 1615.9091 | -312.4236 |
Avg Daily Profit (%) | 0.3717 | 0.3357 | 0.036 | 0.1138 | 0.1225 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113278 | -109213 | -172325 | -1937029 | -1287106 | -1545689 |
Profit Factor | 1.7295 | 2.4751 | 1.1278 | 1.1068 | 1.2618 | 0.9482 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 48.4615 | 46.9231 | 50 | 48.4615 | 46.9231 | 50 |
Ratio Avg Win / Avg Loss | 1.8393 | 2.7997 | 1.1278 | 1.1771 | 1.4272 | 0.9482 |
Largest Winning Trade | 299503 | 299503 | 83505 | 1749250 | 1749250 | 672555 |
Largest Losing Trade | -36668 | -36668 | -29779 | -751037 | -751037 | -440444 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 49 | 38 | 59 | 49 | 38 | 59 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 9006 | 3743 | 5263 | 9006 | 3743 | 5263 |
Profit Streak | 4.9824 | 16.4824 | 4.9824 | 4.9824 | 16.4824 | 4.9824 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529707 | 480983 | -224180 | -141694 | -29770 | -580286 |
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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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