Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718948.9496 | 659107.5053 | 59841.4442 | 272999.7785 | 253483.8831 | 19515.8953 |
Total P&L (%) | 718.949 | 659.1075 | 59.8414 | 272.9998 | 253.4839 | 19.5159 |
Avg Daily Profit (%) | 0.3861 | 0.3539 | 0.0321 | 0.0707 | 0.0678 | 0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99042 | -102458 | -65926 | -472361 | -377693 | -256792 |
Profit Factor | 1.7876 | 2.4292 | 1.1325 | 1.0883 | 1.1583 | 1.0131 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 170 | 78 | 92 | 170 | 78 | 92 |
Losing Trades | 325 | 169 | 156 | 325 | 169 | 156 |
Profitability (%) | 34.3434 | 31.5789 | 37.0968 | 34.3434 | 31.5789 | 37.0968 |
Ratio Avg Win / Avg Loss | 3.4174 | 5.2632 | 1.9203 | 2.0805 | 2.5097 | 1.7178 |
Largest Winning Trade | 629452 | 629452 | 49951 | 497601 | 497601 | 129452 |
Largest Losing Trade | -23589 | -18980 | -23589 | -120033 | -119212 | -120033 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 21894 | 9743 | 12151 | 21894 | 9743 | 12151 |
Profit Streak | 0 | 19.0683 | 0 | 0 | 19.0683 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342589 | 324972 | -228598 | -224336 | -152564 | -396554 |
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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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