Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944067.3788 | 761234.0596 | 182833.3192 | 1581192.5688 | 363147.4678 | 1218045.1009 |
Total P&L (%) | 944.0674 | 761.2341 | 182.8333 | 1581.1926 | 363.1475 | 1218.0451 |
Avg Daily Profit (%) | 0.3968 | 0.3199 | 0.0768 | 0.1187 | 0.0644 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157053 | -141412 | -168788 | -3663218 | -3435880 | -1230571 |
Profit Factor | 1.436 | 1.5694 | 1.2207 | 1.0631 | 1.0229 | 1.1327 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 270 | 112 | 158 | 270 | 112 | 158 |
Losing Trades | 315 | 180 | 135 | 315 | 180 | 135 |
Profitability (%) | 46.1538 | 38.3562 | 53.9249 | 46.1538 | 38.3562 | 53.9249 |
Ratio Avg Win / Avg Loss | 1.6753 | 2.5222 | 1.043 | 1.2403 | 1.6439 | 0.9678 |
Largest Winning Trade | 361251 | 361251 | 46377 | 1866112 | 1866112 | 493334 |
Largest Losing Trade | -29903 | -29903 | -24970 | -800694 | -800694 | -510138 |
Avg Bars in Trades | 12 | 17 | 6 | 12 | 17 | 6 |
Avg Bars in Winners | 15 | 27 | 7 | 15 | 27 | 7 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 7105 | 5127 | 1977 | 7105 | 5127 | 1977 |
Profit Streak | 6.1124 | 0 | 9.7791 | 6.1124 | 0 | 9.7791 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514075 | 310505 | -88323 | -182754 | -304433 | -121568 |
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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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