Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499521.7466 | 343689.8409 | 155831.9057 | 1302887.9443 | 693878.3278 | 609009.6165 |
Total P&L (%) | 499.5217 | 343.6898 | 155.8319 | 1302.8879 | 693.8783 | 609.0096 |
Avg Daily Profit (%) | 0.3691 | 0.254 | 0.1151 | 0.1953 | 0.1532 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80572 | -78274 | -32723 | -1315490 | -1232371 | -521826 |
Profit Factor | 1.5698 | 1.655 | 1.4429 | 1.1688 | 1.1494 | 1.198 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 172 | 93 | 79 | 172 | 93 | 79 |
Profitability (%) | 41.0959 | 36.3014 | 45.8904 | 41.0959 | 36.3014 | 45.8904 |
Ratio Avg Win / Avg Loss | 2.2501 | 2.904 | 1.7013 | 1.6752 | 2.0169 | 1.4126 |
Largest Winning Trade | 110687 | 110687 | 34798 | 721817 | 721817 | 499561 |
Largest Losing Trade | -25814 | -25814 | -16140 | -359106 | -359106 | -203736 |
Avg Bars in Trades | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Winners | 38 | 54 | 25 | 38 | 54 | 25 |
Avg Bars in Losers | 18 | 25 | 11 | 18 | 25 | 11 |
Bars Traded | 7849 | 5260 | 2589 | 7849 | 5260 | 2589 |
Profit Streak | 0 | 21.4089 | 0 | 0 | 21.4089 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369098 | 225812 | -38696 | -27424 | -52387 | -3439 |
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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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