Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926250.3999 | 699999.117 | 226251.2829 | 1624503.5755 | 299695.4735 | 1324808.102 |
Total P&L (%) | 926.2504 | 699.9991 | 226.2513 | 1624.5036 | 299.6955 | 1324.8081 |
Avg Daily Profit (%) | 0.6251 | 0.4724 | 0.1527 | 0.1924 | 0.0936 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81149 | -127653 | -53811 | -1799667 | -1492905 | -1017294 |
Profit Factor | 1.7529 | 2.0952 | 1.3828 | 1.1444 | 1.0498 | 1.2533 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 120 | 47 | 73 | 120 | 47 | 73 |
Losing Trades | 225 | 125 | 100 | 225 | 125 | 100 |
Profitability (%) | 34.7826 | 27.3256 | 42.1965 | 34.7826 | 27.3256 | 42.1965 |
Ratio Avg Win / Avg Loss | 3.2867 | 5.5724 | 1.8942 | 2.1458 | 2.792 | 1.7169 |
Largest Winning Trade | 561260 | 561260 | 35718 | 673957 | 673957 | 491528 |
Largest Losing Trade | -27885 | -18043 | -27885 | -310333 | -291528 | -310333 |
Avg Bars in Trades | 51 | 43 | 58 | 51 | 43 | 58 |
Avg Bars in Winners | 92 | 88 | 95 | 92 | 88 | 95 |
Avg Bars in Losers | 28 | 26 | 32 | 28 | 26 | 32 |
Bars Traded | 17663 | 7460 | 10203 | 17663 | 7460 | 10203 |
Profit Streak | 13.5065 | 0 | 15.6731 | 13.5065 | 0 | 15.6731 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413380 | -4869 | 245303 | -56075 | -251921 | 240054 |
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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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