Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761397.7652 | 589153.599 | 172244.1662 | 2772583.7461 | -945948.6321 | 3718532.3782 |
Total P&L (%) | 761.3978 | 589.1536 | 172.2442 | 2772.5837 | -945.9486 | 3718.5324 |
Avg Daily Profit (%) | 0.408 | 0.3157 | 0.0923 | 0.1801 | 0 | 0.1954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149968 | -116847 | -110915 | -10418261 | -8139587 | -6893276 |
Profit Factor | 1.4665 | 1.6905 | 1.2211 | 1.0365 | 0.9763 | 1.1033 |
Total Trades | 700 | 350 | 350 | 700 | 350 | 350 |
Winning Trades | 240 | 109 | 131 | 240 | 109 | 131 |
Losing Trades | 460 | 241 | 219 | 460 | 241 | 219 |
Profitability (%) | 34.2857 | 31.1429 | 37.4286 | 34.2857 | 31.1429 | 37.4286 |
Ratio Avg Win / Avg Loss | 2.8108 | 3.7378 | 2.0414 | 1.9867 | 2.1586 | 1.8444 |
Largest Winning Trade | 342010 | 342010 | 47930 | 3331994 | 1896098 | 3331994 |
Largest Losing Trade | -17298 | -17298 | -16756 | -929261 | -716587 | -929261 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 11163 | 5772 | 5391 | 11163 | 5772 | 5391 |
Profit Streak | 2.6508 | 0 | 2.8175 | 2.6508 | 0 | 2.8175 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301532 | 232146 | -73685 | -175004 | -583781 | -102447 |
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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) |
---|