Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634717.9189 | 380678.9512 | 254038.9677 | 6445692.1511 | 5232398.6492 | 1213293.5019 |
Total P&L (%) | 634.7179 | 380.679 | 254.039 | 6445.6922 | 5232.3986 | 1213.2935 |
Avg Daily Profit (%) | 0.3773 | 0.2263 | 0.151 | 0.2489 | 0.2367 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108469 | -170783 | -52279 | -1382197 | -584244 | -1072117 |
Profit Factor | 1.6615 | 1.8676 | 1.4879 | 1.6299 | 2.3972 | 1.187 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Losing Trades | 287 | 141 | 146 | 287 | 141 | 146 |
Profitability (%) | 33.871 | 35.023 | 32.7189 | 33.871 | 35.023 | 32.7189 |
Ratio Avg Win / Avg Loss | 3.2439 | 3.4649 | 3.0596 | 3.1821 | 4.4475 | 2.4409 |
Largest Winning Trade | 61474 | 61474 | 59603 | 1880268 | 1880268 | 1157793 |
Largest Losing Trade | -24699 | -11606 | -24699 | -828914 | -399275 | -828914 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6618 | 3311 | 3307 | 6618 | 3311 | 3307 |
Profit Streak | 11.629 | 34.379 | 0 | 11.629 | 34.379 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345730 | 267019 | 132589 | 304012 | 322000 | -11951 |
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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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