Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556989.7582 | 324538.6602 | 232451.098 | 2854428.9143 | 2082845.5637 | 771583.3506 |
Total P&L (%) | 556.9898 | 324.5387 | 232.4511 | 2854.4289 | 2082.8456 | 771.5834 |
Avg Daily Profit (%) | 0.3314 | 0.1931 | 0.1383 | 0.2017 | 0.1836 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -105629 | -77810 | -569991 | -339888 | -557313 |
Profit Factor | 1.6695 | 1.824 | 1.5305 | 1.7375 | 2.2531 | 1.3494 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 181 | 98 | 83 | 181 | 98 | 83 |
Profitability (%) | 38.2253 | 33.3333 | 43.1507 | 38.2253 | 33.3333 | 43.1507 |
Ratio Avg Win / Avg Loss | 2.698 | 3.648 | 2.0164 | 2.8079 | 4.5062 | 1.7778 |
Largest Winning Trade | 88840 | 88840 | 50369 | 710922 | 710922 | 504508 |
Largest Losing Trade | -25579 | -17739 | -25579 | -296408 | -178411 | -296408 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4998 | 2576 | 2422 | 4998 | 2576 | 2422 |
Profit Streak | 9.6221 | 32.2887 | 0 | 9.6221 | 32.2887 | 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 | 367904 | 203438 | -8343 | 332708 | 245332 | -21567 |
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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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