Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966749.1651 | 878744.7888 | 88004.3763 | 769984.2014 | 330837.1708 | 439147.0306 |
Total P&L (%) | 966.7492 | 878.7448 | 88.0044 | 769.9842 | 330.8372 | 439.147 |
Avg Daily Profit (%) | 0.4182 | 0.3802 | 0.0381 | 0.0936 | 0.0632 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100106 | -117562 | -215654 | -2000112 | -1930198 | -408663 |
Profit Factor | 1.6895 | 2.1504 | 1.1379 | 1.0948 | 1.0655 | 1.1433 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 196 | 105 | 91 | 196 | 105 | 91 |
Profitability (%) | 33.7838 | 29.0541 | 38.5135 | 33.7838 | 29.0541 | 38.5135 |
Ratio Avg Win / Avg Loss | 3.3114 | 5.2509 | 1.8166 | 2.1459 | 2.6017 | 1.8252 |
Largest Winning Trade | 388108 | 388108 | 55180 | 1805661 | 1805661 | 345966 |
Largest Losing Trade | -39485 | -34722 | -39485 | -514005 | -514005 | -239783 |
Avg Bars in Trades | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Winners | 29 | 37 | 24 | 29 | 37 | 24 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4438 | 2430 | 2008 | 4438 | 2430 | 2008 |
Profit Streak | 0 | 0 | 10.952 | 0 | 0 | 10.952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310450 | 66114 | -213485 | -187112 | -267754 | -161133 |
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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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