Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585870.2323 | 366591.9516 | 219278.2807 | 3456675.0984 | 4517878.7938 | -1061203.6954 |
Total P&L (%) | 585.8702 | 366.592 | 219.2783 | 3456.6751 | 4517.8788 | -1061.2037 |
Avg Daily Profit (%) | 0.3457 | 0.2163 | 0.1294 | 0.211 | 0.2264 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146119 | -107510 | -85463 | -6652778 | -2117106 | -5470362 |
Profit Factor | 1.6292 | 1.8498 | 1.4388 | 1.2451 | 1.7423 | 0.8676 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Profitability (%) | 48.8281 | 50 | 47.6563 | 48.8281 | 50 | 47.6563 |
Ratio Avg Win / Avg Loss | 1.7074 | 1.8498 | 1.5804 | 1.3049 | 1.7423 | 0.9529 |
Largest Winning Trade | 67455 | 67455 | 45752 | 2763703 | 2763703 | 1654198 |
Largest Losing Trade | -51767 | -51767 | -33484 | -1751674 | -1333948 | -1751674 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 16 | 13 | 20 | 16 | 13 | 20 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3342 | 1451 | 1891 | 3342 | 1451 | 1891 |
Profit Streak | 7.8157 | 45.8157 | 0 | 7.8157 | 45.8157 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511409 | 459118 | -19069 | 349842 | 469754 | -581626 |
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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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