Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805457.9943 | 666475.6139 | 138982.3803 | 1231820.0502 | 1021842.9338 | 209977.1164 |
Total P&L (%) | 805.458 | 666.4756 | 138.9824 | 1231.8201 | 1021.8429 | 209.9771 |
Avg Daily Profit (%) | 0.3336 | 0.276 | 0.0576 | 0.1073 | 0.1002 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151459 | -95356 | -131312 | -1623903 | -1795054 | -1324037 |
Profit Factor | 1.4141 | 1.6623 | 1.1481 | 1.0572 | 1.0893 | 1.0208 |
Total Trades | 719 | 360 | 359 | 719 | 360 | 359 |
Winning Trades | 246 | 117 | 129 | 246 | 117 | 129 |
Losing Trades | 473 | 243 | 230 | 473 | 243 | 230 |
Profitability (%) | 34.2142 | 32.5 | 35.9331 | 34.2142 | 32.5 | 35.9331 |
Ratio Avg Win / Avg Loss | 2.719 | 3.4524 | 2.0469 | 2.0327 | 2.2623 | 1.82 |
Largest Winning Trade | 277700 | 277700 | 47928 | 1370169 | 1370169 | 532675 |
Largest Losing Trade | -21448 | -19447 | -21448 | -277573 | -277573 | -233707 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 14435 | 7652 | 6783 | 14435 | 7652 | 6783 |
Profit Streak | 0 | 0 | 24.8642 | 0 | 0 | 24.8642 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322790 | 238848 | -175015 | -207963 | -185264 | -329259 |
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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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