Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645078.6776 | 538414.785 | 106663.8926 | 376553.1707 | 131023.9437 | 245529.227 |
Total P&L (%) | 645.0787 | 538.4148 | 106.6639 | 376.5532 | 131.0239 | 245.5292 |
Avg Daily Profit (%) | 0.2791 | 0.233 | 0.0462 | 0.0676 | 0.0362 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153257 | -111513 | -234675 | -1964369 | -1329587 | -823686 |
Profit Factor | 1.2532 | 1.4276 | 1.0828 | 1.0421 | 1.0284 | 1.0567 |
Total Trades | 850 | 425 | 425 | 850 | 425 | 425 |
Winning Trades | 295 | 125 | 170 | 295 | 125 | 170 |
Losing Trades | 555 | 300 | 255 | 555 | 300 | 255 |
Profitability (%) | 34.7059 | 29.4118 | 40 | 34.7059 | 29.4118 | 40 |
Ratio Avg Win / Avg Loss | 2.3577 | 3.4262 | 1.6242 | 1.9606 | 2.4682 | 1.585 |
Largest Winning Trade | 186225 | 186225 | 60604 | 563526 | 563526 | 405377 |
Largest Losing Trade | -26420 | -13065 | -26420 | -174711 | -174711 | -134623 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 30 | 36 | 26 | 30 | 36 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13818 | 7218 | 6599 | 13818 | 7218 | 6599 |
Profit Streak | 0 | 0 | 20.4055 | 0 | 0 | 20.4055 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302138 | 67229 | -260092 | -277030 | -341084 | -278797 |
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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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