Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474724.0466 | 354314.4342 | 120409.6124 | 343215.4736 | -1351041.0676 | 1694256.5412 |
Total P&L (%) | 474.724 | 354.3144 | 120.4096 | 343.2155 | -1351.0411 | 1694.2565 |
Avg Daily Profit (%) | 0.2279 | 0.1701 | 0.0578 | 0.0715 | 0 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206461 | -171552 | -145399 | -3682389 | -3711166 | -1525053 |
Profit Factor | 1.3064 | 1.4444 | 1.1602 | 1.0185 | 0.8666 | 1.2007 |
Total Trades | 467 | 233 | 234 | 467 | 233 | 234 |
Winning Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Losing Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Profitability (%) | 48.6081 | 48.4979 | 48.7179 | 48.6081 | 48.4979 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.3813 | 1.5339 | 1.2212 | 1.0768 | 0.9203 | 1.2639 |
Largest Winning Trade | 86658 | 86658 | 49710 | 1158465 | 1158465 | 999438 |
Largest Losing Trade | -32221 | -25224 | -32221 | -763779 | -763779 | -454036 |
Avg Bars in Trades | 52 | 46 | 59 | 52 | 46 | 59 |
Avg Bars in Winners | 53 | 41 | 64 | 53 | 41 | 64 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 24677 | 10752 | 13925 | 24677 | 10752 | 13925 |
Profit Streak | 3.586 | 0 | 8.836 | 3.586 | 0 | 8.836 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334061 | 342796 | -159248 | -296381 | -580698 | -7165 |
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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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