Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500149.0095 | 291131.9113 | 209017.0982 | 1628984.2585 | 1174656.879 | 454327.3795 |
Total P&L (%) | 500.149 | 291.1319 | 209.0171 | 1628.9843 | 1174.6569 | 454.3274 |
Avg Daily Profit (%) | 0.2976 | 0.1733 | 0.1244 | 0.1698 | 0.1516 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -90465 | -77810 | -456681 | -267618 | -411413 |
Profit Factor | 1.5576 | 1.6945 | 1.4374 | 1.4183 | 1.6774 | 1.2103 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 38.2253 | 36.0544 | 40.411 | 38.2253 | 36.0544 | 40.411 |
Ratio Avg Win / Avg Loss | 2.5171 | 3.0053 | 2.1196 | 2.292 | 2.975 | 1.7847 |
Largest Winning Trade | 88884 | 88884 | 49393 | 468623 | 468623 | 230911 |
Largest Losing Trade | -25579 | -18968 | -25579 | -214891 | -181522 | -214891 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4998 | 2552 | 2446 | 4998 | 2552 | 2446 |
Profit Streak | 9.3323 | 31.6656 | 0 | 9.3323 | 31.6656 | 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 | 343400 | 226484 | -28535 | 273406 | 233628 | -59815 |
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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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