Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559342.8442 | 326041.3522 | 233301.492 | 2902626.2033 | 2120118.3183 | 782507.885 |
Total P&L (%) | 559.3428 | 326.0414 | 233.3015 | 2902.6262 | 2120.1183 | 782.5079 |
Avg Daily Profit (%) | 0.3328 | 0.194 | 0.1388 | 0.2026 | 0.1846 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -98736 | -77810 | -576077 | -357153 | -585855 |
Profit Factor | 1.6814 | 1.824 | 1.5486 | 1.7383 | 2.2173 | 1.3573 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 172 | 92 | 80 | 172 | 92 | 80 |
Profitability (%) | 38.3513 | 34.2857 | 42.446 | 38.3513 | 34.2857 | 42.446 |
Ratio Avg Win / Avg Loss | 2.7028 | 3.4961 | 2.0998 | 2.7943 | 4.2499 | 1.8405 |
Largest Winning Trade | 88884 | 88884 | 49393 | 747034 | 747034 | 530135 |
Largest Losing Trade | -25579 | -18968 | -25579 | -311464 | -207356 | -311464 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4998 | 2565 | 2433 | 4998 | 2565 | 2433 |
Profit Streak | 9.6221 | 31.9554 | 0 | 9.6221 | 31.9554 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368295 | 216421 | -7851 | 332196 | 255862 | -20821 |
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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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