Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694400.2351 | 540984.151 | 153416.0842 | 1553265.1889 | 591909.224 | 961355.9649 |
Total P&L (%) | 694.4002 | 540.9842 | 153.4161 | 1553.2652 | 591.9092 | 961.356 |
Avg Daily Profit (%) | 0.2878 | 0.2242 | 0.0636 | 0.1163 | 0.0802 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124536 | -129406 | -145518 | -2004875 | -2128385 | -665683 |
Profit Factor | 1.5984 | 1.8573 | 1.2898 | 1.1442 | 1.0956 | 1.2096 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 41.1523 | 36.8852 | 45.4545 | 41.1523 | 36.8852 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2857 | 3.178 | 1.5477 | 1.6362 | 1.8748 | 1.4516 |
Largest Winning Trade | 218178 | 218178 | 39903 | 1513125 | 1513125 | 540279 |
Largest Losing Trade | -28491 | -24857 | -28491 | -661605 | -661605 | -308213 |
Avg Bars in Trades | 58 | 59 | 58 | 58 | 59 | 58 |
Avg Bars in Winners | 93 | 99 | 88 | 93 | 99 | 88 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 14318 | 7214 | 7104 | 14318 | 7214 | 7104 |
Profit Streak | 0 | 0 | 8.3815 | 0 | 0 | 8.3815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346939 | 231807 | -108224 | -100284 | -204996 | -63590 |
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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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