Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888608.1149 | 808416.2548 | 80191.8602 | 215043.4031 | 20063.1379 | 194980.2652 |
Total P&L (%) | 888.6081 | 808.4163 | 80.1919 | 215.0434 | 20.0631 | 194.9803 |
Avg Daily Profit (%) | 0.3826 | 0.3481 | 0.0345 | 0.0494 | 0.0079 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270784 | -133809 | -298898 | -503782 | -481842 | -193011 |
Profit Factor | 1.5258 | 1.98 | 1.0927 | 1.0995 | 1.0172 | 1.1956 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 131 | 57 | 74 | 131 | 57 | 74 |
Losing Trades | 209 | 113 | 96 | 209 | 113 | 96 |
Profitability (%) | 38.5294 | 33.5294 | 43.5294 | 38.5294 | 33.5294 | 43.5294 |
Ratio Avg Win / Avg Loss | 2.4343 | 3.9253 | 1.4175 | 1.7541 | 2.0166 | 1.5511 |
Largest Winning Trade | 488754 | 488754 | 59213 | 400346 | 400346 | 95520 |
Largest Losing Trade | -30887 | -23542 | -30887 | -100387 | -100387 | -92622 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 6930 | 3307 | 3622 | 6930 | 3307 | 3622 |
Profit Streak | 8.4239 | 9.7573 | 0 | 8.4239 | 9.7573 | 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 | 375825 | 285729 | -267239 | -238641 | -394757 | -136811 |
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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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