Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875321.3965 | 803484.3979 | 71836.9986 | 147829.9621 | -48165.9124 | 195995.8745 |
Total P&L (%) | 875.3214 | 803.4844 | 71.837 | 147.83 | -48.1659 | 195.9959 |
Avg Daily Profit (%) | 0.3768 | 0.3459 | 0.0309 | 0.0391 | -0.0283 | 0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213884 | -126079 | -281834 | -284029 | -304146 | -152895 |
Profit Factor | 1.4731 | 1.8697 | 1.0776 | 1.0887 | 0.9501 | 1.279 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 141 | 60 | 81 | 141 | 60 | 81 |
Losing Trades | 274 | 148 | 126 | 274 | 148 | 126 |
Profitability (%) | 33.9759 | 28.8462 | 39.1304 | 33.9759 | 28.8462 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.8627 | 4.612 | 1.6762 | 2.1156 | 2.3435 | 1.9896 |
Largest Winning Trade | 488754 | 488754 | 56300 | 234415 | 234415 | 60434 |
Largest Losing Trade | -30887 | -23542 | -30887 | -60515 | -60515 | -45956 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6908 | 3527 | 3380 | 6908 | 3527 | 3380 |
Profit Streak | 8.704 | 10.0373 | 0 | 8.704 | 10.0373 | 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 | 312738 | 51980 | -289100 | -265704 | -589389 | -132860 |
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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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