Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588905.5392 | 366968.8825 | 221936.6566 | 3106842.3497 | 2454869.6507 | 651972.699 |
Total P&L (%) | 588.9055 | 366.9689 | 221.9367 | 3106.8424 | 2454.8697 | 651.9727 |
Avg Daily Profit (%) | 0.3504 | 0.2183 | 0.1321 | 0.2066 | 0.193 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180859 | -140982 | -76817 | -1876250 | -596425 | -1330779 |
Profit Factor | 1.5503 | 1.6777 | 1.4199 | 1.5511 | 1.9281 | 1.2179 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 286 | 145 | 141 | 286 | 145 | 141 |
Profitability (%) | 33.3333 | 32.5581 | 34.1122 | 33.3333 | 32.5581 | 34.1122 |
Ratio Avg Win / Avg Loss | 3.1007 | 3.4753 | 2.7425 | 3.1021 | 3.9938 | 2.3523 |
Largest Winning Trade | 74048 | 74048 | 56251 | 1193759 | 1193759 | 860118 |
Largest Losing Trade | -19435 | -19145 | -19435 | -414385 | -414385 | -312568 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 4941 | 2517 | 2424 | 4941 | 2517 | 2424 |
Profit Streak | 9.7428 | 32.4095 | 0 | 9.7428 | 32.4095 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315044 | 234809 | -20145 | 270942 | 259403 | -36879 |
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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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