Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652224.2014 | 550026.0411 | 102198.1603 | 391792.2004 | 40467.9656 | 351324.2348 |
Total P&L (%) | 652.2242 | 550.026 | 102.1982 | 391.7922 | 40.468 | 351.3242 |
Avg Daily Profit (%) | 0.2811 | 0.2371 | 0.044 | 0.0687 | 0.0146 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166625 | -121854 | -235539 | -2548842 | -1611391 | -1141841 |
Profit Factor | 1.2523 | 1.4341 | 1.0776 | 1.0392 | 1.0079 | 1.0717 |
Total Trades | 870 | 435 | 435 | 870 | 435 | 435 |
Winning Trades | 299 | 126 | 173 | 299 | 126 | 173 |
Losing Trades | 571 | 309 | 262 | 571 | 309 | 262 |
Profitability (%) | 34.3678 | 28.9655 | 39.7701 | 34.3678 | 28.9655 | 39.7701 |
Ratio Avg Win / Avg Loss | 2.3916 | 3.517 | 1.6319 | 1.9845 | 2.4718 | 1.6231 |
Largest Winning Trade | 186225 | 186225 | 60604 | 641159 | 641159 | 511476 |
Largest Losing Trade | -26420 | -13372 | -26420 | -220438 | -220438 | -169858 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 30 | 36 | 26 | 30 | 36 | 26 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 13873 | 7270 | 6603 | 13873 | 7270 | 6603 |
Profit Streak | 6.2847 | 7.618 | 0 | 6.2847 | 7.618 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326531 | 25403 | -270168 | -278117 | -395811 | -248658 |
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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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