Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694742.572 | 445761.1624 | 248981.4095 | 1270562.0778 | 160482.9186 | 1110079.1591 |
Total P&L (%) | 694.7426 | 445.7612 | 248.9814 | 1270.5621 | 160.4829 | 1110.0792 |
Avg Daily Profit (%) | 0.3822 | 0.2452 | 0.137 | 0.1441 | 0.0527 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133468 | -120645 | -83719 | -1346157 | -952449 | -943314 |
Profit Factor | 1.8032 | 1.9603 | 1.6213 | 1.2025 | 1.0489 | 1.371 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 130 | 57 | 73 | 130 | 57 | 73 |
Losing Trades | 152 | 84 | 68 | 152 | 84 | 68 |
Profitability (%) | 46.0993 | 40.4255 | 51.7731 | 46.0993 | 40.4255 | 51.7731 |
Ratio Avg Win / Avg Loss | 2.1084 | 2.8888 | 1.5102 | 1.406 | 1.5457 | 1.2771 |
Largest Winning Trade | 340925 | 340925 | 59408 | 537264 | 537264 | 529274 |
Largest Losing Trade | -51949 | -27132 | -51949 | -427716 | -200196 | -427716 |
Avg Bars in Trades | 76 | 67 | 84 | 76 | 67 | 84 |
Avg Bars in Winners | 103 | 89 | 115 | 103 | 89 | 115 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 21474 | 9525 | 11949 | 21474 | 9525 | 11949 |
Profit Streak | 16.0543 | 0 | 29.471 | 16.0543 | 0 | 29.471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487832 | 281773 | -6526 | -218 | -292117 | -8281 |
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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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