Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814885.2682 | 589809.509 | 225075.7592 | 1831926.8636 | 469932.8573 | 1361994.0063 |
Total P&L (%) | 814.8853 | 589.8095 | 225.0758 | 1831.9269 | 469.9329 | 1361.994 |
Avg Daily Profit (%) | 0.5519 | 0.3994 | 0.1524 | 0.2007 | 0.1179 | 0.1818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89023 | -136554 | -49493 | -3317908 | -1626414 | -2057007 |
Profit Factor | 1.8323 | 2.0513 | 1.5384 | 1.1346 | 1.0629 | 1.2218 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 138 | 60 | 78 | 138 | 60 | 78 |
Losing Trades | 147 | 83 | 64 | 147 | 83 | 64 |
Profitability (%) | 48.4211 | 41.958 | 54.9296 | 48.4211 | 41.958 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.9518 | 2.8376 | 1.2623 | 1.2086 | 1.4704 | 1.0025 |
Largest Winning Trade | 329321 | 329321 | 59459 | 1653371 | 1653371 | 1003849 |
Largest Losing Trade | -33168 | -23411 | -33168 | -1070161 | -662102 | -1070161 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 79 | 65 | 90 | 79 | 65 | 90 |
Avg Bars in Losers | 44 | 37 | 53 | 44 | 37 | 53 |
Bars Traded | 17503 | 7007 | 10496 | 17503 | 7007 | 10496 |
Profit Streak | 0 | 0 | 18.9816 | 0 | 0 | 18.9816 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554344 | 372197 | 351935 | -63535 | -190178 | 306334 |
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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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